MGE Energy Inc (MGEE)

94.39 +0.45 (+0.48%) USD  |  NASDAQ  |  Dec 20, 16:00
94.18 -0.21 (-0.22%) After-Hours: 20:00
More

MGE Energy Max Drawdown (5Y): 33.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MGEE.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Exelon Corp 39.86%
Public Service Enterprise Group Inc 40.74%
Pinnacle West Capital Corp 39.28%
Advent Technologies Holdings Inc 99.69%
Talen Energy Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.888
Beta (5Y) 0.7409
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.95%
Historical Sharpe Ratio (5Y) 0.2407
Historical Sortino (5Y) 0.3717
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.92%