NextEra Energy Inc (NEE)
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Nov 04, 12:56
NextEra Energy Max Drawdown (5Y): 44.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.99% |
| September 30, 2024 | 44.99% |
| August 31, 2024 | 44.99% |
| July 31, 2024 | 44.99% |
| June 30, 2024 | 44.99% |
| May 31, 2024 | 44.99% |
| April 30, 2024 | 44.99% |
| March 31, 2024 | 44.99% |
| February 29, 2024 | 44.99% |
| January 31, 2024 | 44.99% |
| December 31, 2023 | 44.99% |
| November 30, 2023 | 44.99% |
| October 31, 2023 | 44.99% |
| September 30, 2023 | 36.34% |
| August 31, 2023 | 35.63% |
| July 31, 2023 | 35.63% |
| June 30, 2023 | 35.63% |
| May 31, 2023 | 35.63% |
| April 30, 2023 | 35.63% |
| March 31, 2023 | 35.63% |
| February 28, 2023 | 35.63% |
| January 31, 2023 | 35.63% |
| December 31, 2022 | 35.63% |
| November 30, 2022 | 35.63% |
| October 31, 2022 | 35.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.63% |
| August 31, 2022 | 35.63% |
| July 31, 2022 | 35.63% |
| June 30, 2022 | 35.63% |
| May 31, 2022 | 35.63% |
| April 30, 2022 | 35.63% |
| March 31, 2022 | 35.63% |
| February 28, 2022 | 35.63% |
| January 31, 2022 | 35.63% |
| December 31, 2021 | 35.63% |
| November 30, 2021 | 35.63% |
| October 31, 2021 | 35.63% |
| September 30, 2021 | 35.63% |
| August 31, 2021 | 35.63% |
| July 31, 2021 | 35.63% |
| June 30, 2021 | 35.63% |
| May 31, 2021 | 35.63% |
| April 30, 2021 | 35.63% |
| March 31, 2021 | 35.63% |
| February 28, 2021 | 35.63% |
| January 31, 2021 | 35.63% |
| December 31, 2020 | 35.63% |
| November 30, 2020 | 35.63% |
| October 31, 2020 | 35.63% |
| September 30, 2020 | 35.63% |
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
13.33%
Minimum
Nov 2019
44.99%
Maximum
Oct 2023
36.18%
Average
35.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NextEra Energy Partners LP | 74.47% |
| DTE Energy Co | 42.38% |
| FirstEnergy Corp | 47.67% |
| Dominion Energy Inc | 52.21% |
| Duke Energy Corp | 37.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.306 |
| Beta (5Y) | 0.5656 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.72% |
| Historical Sharpe Ratio (5Y) | 0.2017 |
| Historical Sortino (5Y) | 0.284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |