Genie Energy Ltd. (GNE)
16.67
-0.03
(-0.18%)
USD |
NYSE |
Oct 16, 16:00
16.72
+0.05
(+0.30%)
Pre-Market: 20:00
Genie Energy Max Drawdown (5Y) : 57.64% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 57.64% |
| August 31, 2026 | 57.64% |
| July 31, 2026 | 57.64% |
| June 30, 2026 | 57.64% |
| May 31, 2026 | 57.64% |
| April 30, 2026 | 57.64% |
| March 31, 2026 | 57.64% |
| February 28, 2026 | 57.64% |
| January 31, 2026 | 57.64% |
| December 31, 2025 | 57.64% |
| November 30, 2025 | 57.64% |
| October 31, 2025 | 57.64% |
| September 30, 2025 | 57.64% |
| August 31, 2025 | 57.64% |
| July 31, 2025 | 57.64% |
| June 30, 2025 | 57.64% |
| May 31, 2025 | 57.64% |
| April 30, 2025 | 57.64% |
| March 31, 2025 | 57.64% |
| February 28, 2025 | 57.64% |
| January 31, 2025 | 57.64% |
| December 31, 2024 | 57.64% |
| November 30, 2024 | 57.64% |
| October 31, 2024 | 57.64% |
| September 30, 2024 | 57.64% |
| Date | Value |
|---|---|
| August 31, 2024 | 57.64% |
| July 31, 2024 | 57.64% |
| June 30, 2024 | 57.64% |
| May 31, 2024 | 57.64% |
| April 30, 2024 | 57.64% |
| March 31, 2024 | 57.64% |
| February 29, 2024 | 57.64% |
| January 31, 2024 | 57.64% |
| December 31, 2023 | 57.64% |
| November 30, 2023 | 57.64% |
| October 31, 2023 | 63.89% |
| September 30, 2023 | 65.08% |
| August 31, 2023 | 65.41% |
| July 31, 2023 | 66.35% |
| June 30, 2023 | 66.35% |
| May 31, 2023 | 67.97% |
| April 30, 2023 | 73.32% |
| March 31, 2023 | 75.11% |
| February 28, 2023 | 75.11% |
| January 31, 2023 | 75.11% |
| December 31, 2022 | 75.11% |
| November 30, 2022 | 75.11% |
| October 31, 2022 | 75.11% |
| September 30, 2022 | 75.11% |
| August 31, 2022 | 75.11% |
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
| American Electric Power Co., Inc. | 29.55% |
| Duke Energy Corp. | 24.16% |
| Entergy Corp. | 25.16% |
| Exelon Corp. | 29.05% |
| Alliant Energy Corp. | 25.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.85 |
| Beta (5Y) | 0.1611 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.23% |
| Historical Sharpe Ratio (5Y) | 0.3828 |
| Historical Sortino (5Y) | 0.6757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.61% |