Genie Energy Ltd (GNE)
15.33
-0.12
(-0.78%)
USD |
NYSE |
Nov 04, 16:00
15.32
-0.01
(-0.07%)
Pre-Market: 20:00
Genie Energy Max Drawdown (5Y): 57.64% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 57.64% |
| 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 | 57.64% |
| September 30, 2023 | 57.64% |
| August 31, 2023 | 57.64% |
| July 31, 2023 | 63.23% |
| June 30, 2023 | 65.41% |
| May 31, 2023 | 66.35% |
| April 30, 2023 | 66.35% |
| March 31, 2023 | 67.97% |
| February 28, 2023 | 71.07% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2022 | 75.11% |
| July 31, 2022 | 75.11% |
| June 30, 2022 | 75.11% |
| May 31, 2022 | 75.11% |
| April 30, 2022 | 75.11% |
| March 31, 2022 | 75.11% |
| February 28, 2022 | 75.11% |
| January 31, 2022 | 75.11% |
| December 31, 2021 | 75.11% |
| November 30, 2021 | 75.11% |
| October 31, 2021 | 75.11% |
| September 30, 2021 | 75.11% |
| August 31, 2021 | 75.11% |
| July 31, 2021 | 75.11% |
| June 30, 2021 | 75.11% |
| May 31, 2021 | 75.11% |
| April 30, 2021 | 75.11% |
| March 31, 2021 | 75.11% |
| February 28, 2021 | 75.11% |
| January 31, 2021 | 75.11% |
| December 31, 2020 | 75.11% |
| November 30, 2020 | 75.11% |
| October 31, 2020 | 75.11% |
| September 30, 2020 | 75.11% |
| August 31, 2020 | 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
57.64%
Minimum
Aug 2023
75.11%
Maximum
Nov 2019
70.12%
Average
75.11%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ameren Corp | 29.09% |
| CMS Energy Corp | 29.55% |
| Clearway Energy Inc | 51.51% |
| Vistra Corp | 53.27% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.28 |
| Beta (5Y) | 0.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.69% |
| Historical Sharpe Ratio (5Y) | 0.3727 |
| Historical Sortino (5Y) | 0.7172 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.47% |