NextEra Energy Partners LP (NEP)
20.08
+0.83
(+4.31%)
USD |
NYSE |
Nov 04, 13:00
NextEra Energy Partners Max Drawdown (5Y): 74.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.47% |
September 30, 2024 | 74.47% |
August 31, 2024 | 74.47% |
July 31, 2024 | 74.47% |
June 30, 2024 | 74.47% |
May 31, 2024 | 74.47% |
April 30, 2024 | 74.47% |
March 31, 2024 | 74.47% |
February 29, 2024 | 74.47% |
January 31, 2024 | 74.47% |
December 31, 2023 | 74.47% |
November 30, 2023 | 74.47% |
October 31, 2023 | 74.47% |
September 30, 2023 | 63.16% |
August 31, 2023 | 47.49% |
July 31, 2023 | 47.49% |
June 30, 2023 | 47.49% |
May 31, 2023 | 47.49% |
April 30, 2023 | 47.49% |
March 31, 2023 | 47.49% |
February 28, 2023 | 47.49% |
January 31, 2023 | 47.49% |
December 31, 2022 | 47.49% |
November 30, 2022 | 47.49% |
October 31, 2022 | 47.49% |
Date | Value |
---|---|
September 30, 2022 | 47.49% |
August 31, 2022 | 47.49% |
July 31, 2022 | 47.49% |
June 30, 2022 | 47.49% |
May 31, 2022 | 47.49% |
April 30, 2022 | 47.49% |
March 31, 2022 | 47.49% |
February 28, 2022 | 47.49% |
January 31, 2022 | 47.49% |
December 31, 2021 | 47.49% |
November 30, 2021 | 47.49% |
October 31, 2021 | 47.49% |
September 30, 2021 | 47.49% |
August 31, 2021 | 47.49% |
July 31, 2021 | 47.49% |
June 30, 2021 | 47.49% |
May 31, 2021 | 47.49% |
April 30, 2021 | 47.49% |
March 31, 2021 | 47.49% |
February 28, 2021 | 47.49% |
January 31, 2021 | 47.49% |
December 31, 2020 | 47.49% |
November 30, 2020 | 47.49% |
October 31, 2020 | 47.49% |
September 30, 2020 | 50.91% |
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
47.49%
Minimum
Oct 2020
74.47%
Maximum
Oct 2023
55.16%
Average
47.49%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
NextEra Energy Inc | 44.99% |
DTE Energy Co | 42.38% |
FirstEnergy Corp | 47.67% |
Avangrid Inc | 44.29% |
Dominion Energy Inc | 52.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.70 |
Beta (5Y) | 1.093 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.87% |
Historical Sharpe Ratio (5Y) | -0.3398 |
Historical Sortino (5Y) | -0.4065 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.92% |