Exelon Corp. (EXC)
40.73
+0.26
(+0.64%)
USD |
NASDAQ |
Oct 02, 16:00
40.88
+0.15
(+0.37%)
After-Hours: 20:00
Exelon Max Drawdown (5Y) : 29.05% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 29.05% |
| August 31, 2026 | 29.05% |
| July 31, 2026 | 29.05% |
| June 30, 2026 | 29.05% |
| May 31, 2026 | 29.05% |
| April 30, 2026 | 29.05% |
| March 31, 2026 | 29.05% |
| February 28, 2026 | 29.05% |
| January 31, 2026 | 29.05% |
| December 31, 2025 | 29.05% |
| November 30, 2025 | 29.05% |
| October 31, 2025 | 29.05% |
| September 30, 2025 | 29.05% |
| August 31, 2025 | 29.60% |
| July 31, 2025 | 29.60% |
| June 30, 2025 | 29.60% |
| May 31, 2025 | 29.84% |
| April 30, 2025 | 31.04% |
| March 31, 2025 | 34.49% |
| February 28, 2025 | 40.03% |
| January 31, 2025 | 40.03% |
| December 31, 2024 | 40.03% |
| November 30, 2024 | 40.03% |
| October 31, 2024 | 40.03% |
| September 30, 2024 | 40.03% |
| Date | Value |
|---|---|
| August 31, 2024 | 40.03% |
| July 31, 2024 | 40.03% |
| June 30, 2024 | 40.03% |
| May 31, 2024 | 40.03% |
| April 30, 2024 | 40.03% |
| March 31, 2024 | 40.03% |
| February 29, 2024 | 40.03% |
| January 31, 2024 | 40.03% |
| December 31, 2023 | 40.03% |
| November 30, 2023 | 40.03% |
| October 31, 2023 | 40.03% |
| September 30, 2023 | 40.03% |
| August 31, 2023 | 40.03% |
| July 31, 2023 | 40.03% |
| June 30, 2023 | 40.03% |
| May 31, 2023 | 40.03% |
| April 30, 2023 | 40.03% |
| March 31, 2023 | 40.03% |
| February 28, 2023 | 40.03% |
| January 31, 2023 | 40.03% |
| December 31, 2022 | 40.03% |
| November 30, 2022 | 40.03% |
| October 31, 2022 | 40.03% |
| September 30, 2022 | 40.03% |
| August 31, 2022 | 40.03% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Duke Energy Corp. | 24.16% |
| NextEra Energy, Inc. | 44.99% |
| PG&E Corp. | 86.23% |
| The Southern Co. | 23.28% |
| PPL Corp. | 26.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1983 |
| Beta (5Y) | 0.2984 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.88% |
| Historical Sharpe Ratio (5Y) | 0.1602 |
| Historical Sortino (5Y) | 0.2694 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.45% |