FirstEnergy Corp (FE)
42.20
+0.47
(+1.13%)
USD |
NYSE |
Nov 21, 16:00
42.18
-0.02
(-0.05%)
After-Hours: 20:00
FirstEnergy Max Drawdown (5Y): 47.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.67% |
| September 30, 2024 | 47.67% |
| August 31, 2024 | 47.67% |
| July 31, 2024 | 47.67% |
| June 30, 2024 | 47.67% |
| May 31, 2024 | 47.67% |
| April 30, 2024 | 47.67% |
| March 31, 2024 | 47.67% |
| February 29, 2024 | 47.67% |
| January 31, 2024 | 47.67% |
| December 31, 2023 | 47.67% |
| November 30, 2023 | 47.67% |
| October 31, 2023 | 47.67% |
| September 30, 2023 | 47.67% |
| August 31, 2023 | 47.67% |
| July 31, 2023 | 47.67% |
| June 30, 2023 | 47.67% |
| May 31, 2023 | 47.67% |
| April 30, 2023 | 47.67% |
| March 31, 2023 | 47.67% |
| February 28, 2023 | 47.67% |
| January 31, 2023 | 47.67% |
| December 31, 2022 | 47.67% |
| November 30, 2022 | 47.67% |
| October 31, 2022 | 47.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.67% |
| August 31, 2022 | 47.67% |
| July 31, 2022 | 47.67% |
| June 30, 2022 | 47.67% |
| May 31, 2022 | 47.67% |
| April 30, 2022 | 47.67% |
| March 31, 2022 | 47.67% |
| February 28, 2022 | 47.67% |
| January 31, 2022 | 47.67% |
| December 31, 2021 | 47.67% |
| November 30, 2021 | 47.67% |
| October 31, 2021 | 47.67% |
| September 30, 2021 | 47.67% |
| August 31, 2021 | 47.67% |
| July 31, 2021 | 47.67% |
| June 30, 2021 | 47.67% |
| May 31, 2021 | 47.67% |
| April 30, 2021 | 47.67% |
| March 31, 2021 | 47.67% |
| February 28, 2021 | 47.67% |
| January 31, 2021 | 47.67% |
| December 31, 2020 | 47.67% |
| November 30, 2020 | 47.67% |
| October 31, 2020 | 47.67% |
| September 30, 2020 | 47.67% |
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
32.55%
Minimum
Nov 2019
47.67%
Maximum
Jul 2020
45.92%
Average
47.67%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Entergy Corp | 41.99% |
| Dominion Energy Inc | 52.21% |
| NextEra Energy Partners LP | 74.47% |
| NextEra Energy Inc | 44.99% |
| CenterPoint Energy Inc | 59.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.662 |
| Beta (5Y) | 0.5087 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.35% |
| Historical Sharpe Ratio (5Y) | -0.0416 |
| Historical Sortino (5Y) | -0.0463 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.97% |