Evergy Inc (EVRG)
51.70
-0.72
(-1.37%)
USD |
NASDAQ |
Apr 26, 16:00
51.70
0.00 (0.00%)
After-Hours: 20:00
Evergy Max Drawdown (5Y): 38.78% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 38.78% |
February 29, 2024 | 38.78% |
January 31, 2024 | 38.78% |
December 31, 2023 | 38.78% |
November 30, 2023 | 38.78% |
October 31, 2023 | 38.78% |
September 30, 2023 | 38.78% |
August 31, 2023 | 38.78% |
July 31, 2023 | 38.78% |
June 30, 2023 | 38.78% |
May 31, 2023 | 38.78% |
April 30, 2023 | 38.78% |
March 31, 2023 | 38.78% |
February 28, 2023 | 38.78% |
January 31, 2023 | 38.78% |
December 31, 2022 | 38.78% |
November 30, 2022 | 38.78% |
October 31, 2022 | 38.78% |
September 30, 2022 | 38.78% |
August 31, 2022 | 38.78% |
July 31, 2022 | 38.78% |
June 30, 2022 | 38.78% |
May 31, 2022 | 38.78% |
April 30, 2022 | 38.78% |
March 31, 2022 | 38.78% |
Date | Value |
---|---|
February 28, 2022 | 38.78% |
January 31, 2022 | 38.78% |
December 31, 2021 | 38.78% |
November 30, 2021 | 38.78% |
October 31, 2021 | 38.78% |
September 30, 2021 | 38.78% |
August 31, 2021 | 38.78% |
July 31, 2021 | 38.78% |
June 30, 2021 | 38.78% |
May 31, 2021 | 38.78% |
April 30, 2021 | 38.78% |
March 31, 2021 | 38.78% |
February 28, 2021 | 38.78% |
January 31, 2021 | 38.78% |
December 31, 2020 | 38.78% |
November 30, 2020 | 38.78% |
October 31, 2020 | 38.78% |
September 30, 2020 | 38.78% |
August 31, 2020 | 38.78% |
July 31, 2020 | 38.78% |
June 30, 2020 | 38.78% |
May 31, 2020 | 38.78% |
April 30, 2020 | 38.78% |
March 31, 2020 | 38.78% |
February 29, 2020 | 11.58% |
Max Drawdown Definition
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.
Max Drawdown (5Y) Range, Past 5 Years
10.03%
Minimum
Apr 2019
38.78%
Maximum
Mar 2020
33.54%
Average
38.78%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PG&E Corp | 94.65% |
Pinnacle West Capital Corp | 39.28% |
The AES Corp | 56.58% |
CMS Energy Corp | 29.55% |
Southern Co | 38.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.408 |
Beta (5Y) | 0.5731 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.82% |
Historical Sharpe Ratio (5Y) | 0.0031 |
Historical Sortino (5Y) | 0.004 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.81% |