Evergy Inc (EVRG)

61.44 +0.91 (+1.50%) USD  |  NASDAQ  |  Dec 20, 16:00
61.44 0.00 (0.00%) After-Hours: 20:00
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Evergy Max Drawdown (5Y): 38.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Pinnacle West Capital Corp 39.28%
DTE Energy Co 42.38%
Idacorp Inc 34.30%
OGE Energy Corp 48.85%
PPL Corp 48.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.531
Beta (5Y) 0.6408
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.12%
Historical Sharpe Ratio (5Y) 0.0841
Historical Sortino (5Y) 0.1114
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.81%