Exelon Corp (EXC)
39.30
+0.58
(+1.48%)
USD |
NASDAQ |
Nov 21, 16:00
39.39
+0.08
(+0.22%)
After-Hours: 20:00
Exelon Max Drawdown (5Y): 39.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.86% |
| September 30, 2024 | 39.86% |
| August 31, 2024 | 39.86% |
| July 31, 2024 | 39.86% |
| June 30, 2024 | 39.86% |
| May 31, 2024 | 39.86% |
| April 30, 2024 | 39.86% |
| March 31, 2024 | 39.86% |
| February 29, 2024 | 39.86% |
| January 31, 2024 | 39.86% |
| December 31, 2023 | 39.86% |
| November 30, 2023 | 39.86% |
| October 31, 2023 | 39.86% |
| September 30, 2023 | 39.86% |
| August 31, 2023 | 39.86% |
| July 31, 2023 | 39.86% |
| June 30, 2023 | 39.86% |
| May 31, 2023 | 39.86% |
| April 30, 2023 | 39.86% |
| March 31, 2023 | 39.86% |
| February 28, 2023 | 39.86% |
| January 31, 2023 | 39.86% |
| December 31, 2022 | 39.86% |
| November 30, 2022 | 39.86% |
| October 31, 2022 | 39.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.86% |
| August 31, 2022 | 39.86% |
| July 31, 2022 | 39.86% |
| June 30, 2022 | 39.86% |
| May 31, 2022 | 39.86% |
| April 30, 2022 | 39.86% |
| March 31, 2022 | 39.86% |
| February 28, 2022 | 39.86% |
| January 31, 2022 | 39.86% |
| December 31, 2021 | 39.86% |
| November 30, 2021 | 39.86% |
| October 31, 2021 | 39.86% |
| September 30, 2021 | 39.86% |
| August 31, 2021 | 39.86% |
| July 31, 2021 | 39.86% |
| June 30, 2021 | 39.86% |
| May 31, 2021 | 39.86% |
| April 30, 2021 | 39.86% |
| March 31, 2021 | 39.86% |
| February 28, 2021 | 39.86% |
| January 31, 2021 | 39.86% |
| December 31, 2020 | 39.86% |
| November 30, 2020 | 39.86% |
| October 31, 2020 | 39.86% |
| September 30, 2020 | 39.86% |
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
30.45%
Minimum
Nov 2019
39.86%
Maximum
Mar 2020
39.23%
Average
39.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Public Service Enterprise Group Inc | 40.74% |
| Constellation Energy Corp | -- |
| MGE Energy Inc | 33.91% |
| American Electric Power Co Inc | 32.91% |
| NRG Energy Inc | 48.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.080 |
| Beta (5Y) | 0.5440 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.45% |
| Historical Sharpe Ratio (5Y) | 0.243 |
| Historical Sortino (5Y) | 0.2952 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.60% |