NextEra Energy Inc (NEE)
77.36
+0.48
(+0.62%)
USD |
NYSE |
Nov 21, 16:00
77.40
+0.04
(+0.05%)
After-Hours: 20:00
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% |
Duke Energy Corp | 37.37% |
FirstEnergy Corp | 47.67% |
Avangrid Inc | 44.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.305 |
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% |