NextEra Energy Inc (NEE)
75.44
-0.25 (-0.33%)
USD |
NYSE |
Mar 27, 16:00
75.58
+0.14 (+0.19%)
After-Hours: 18:31
NextEra Energy Max Drawdown (5Y): 35.63% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 35.63% |
| July 31, 2020 | 35.63% |
| June 30, 2020 | 35.63% |
| May 31, 2020 | 35.63% |
| April 30, 2020 | 35.63% |
| March 31, 2020 | 35.63% |
| February 29, 2020 | 13.33% |
| January 31, 2020 | 13.33% |
| December 31, 2019 | 13.33% |
| November 30, 2019 | 13.33% |
| October 31, 2019 | 13.33% |
| September 30, 2019 | 13.33% |
| August 31, 2019 | 13.33% |
| July 31, 2019 | 13.33% |
| June 30, 2019 | 13.33% |
| May 31, 2019 | 13.33% |
| April 30, 2019 | 13.33% |
| March 31, 2019 | 13.33% |
| February 28, 2019 | 13.33% |
| January 31, 2019 | 13.33% |
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
Mar 2018
35.63%
Maximum
Mar 2020
26.71%
Average
35.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NextEra Energy Partners LP | 47.49% |
| Duke Energy Corp | 37.37% |
| Clearway Energy Inc | 38.97% |
| CMS Energy Corp | 29.55% |
| Dominion Energy Inc | 35.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.77 |
| Beta (5Y) | 0.4435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.27% |
| Historical Sharpe Ratio (5Y) | 0.6829 |
| Historical Sortino (5Y) | 0.856 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.45% |