NiSource Inc (NI)
37.85
+0.55
(+1.47%)
USD |
NYSE |
Nov 21, 16:00
37.85
0.00 (0.00%)
Pre-Market: 08:16
NiSource Max Drawdown (5Y): 30.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 30.95% |
September 30, 2024 | 30.95% |
August 31, 2024 | 30.95% |
July 31, 2024 | 30.95% |
June 30, 2024 | 30.95% |
May 31, 2024 | 30.95% |
April 30, 2024 | 30.95% |
March 31, 2024 | 30.95% |
February 29, 2024 | 30.95% |
January 31, 2024 | 30.95% |
December 31, 2023 | 30.95% |
November 30, 2023 | 30.95% |
October 31, 2023 | 30.95% |
September 30, 2023 | 30.95% |
August 31, 2023 | 30.95% |
July 31, 2023 | 30.95% |
June 30, 2023 | 30.95% |
May 31, 2023 | 30.95% |
April 30, 2023 | 30.95% |
March 31, 2023 | 30.95% |
February 28, 2023 | 30.95% |
January 31, 2023 | 30.95% |
December 31, 2022 | 30.95% |
November 30, 2022 | 30.95% |
October 31, 2022 | 30.95% |
Date | Value |
---|---|
September 30, 2022 | 30.95% |
August 31, 2022 | 30.95% |
July 31, 2022 | 30.95% |
June 30, 2022 | 30.95% |
May 31, 2022 | 30.95% |
April 30, 2022 | 30.95% |
March 31, 2022 | 30.95% |
February 28, 2022 | 30.95% |
January 31, 2022 | 30.95% |
December 31, 2021 | 30.95% |
November 30, 2021 | 30.95% |
October 31, 2021 | 30.95% |
September 30, 2021 | 30.95% |
August 31, 2021 | 30.95% |
July 31, 2021 | 30.95% |
June 30, 2021 | 30.95% |
May 31, 2021 | 30.95% |
April 30, 2021 | 30.95% |
March 31, 2021 | 30.95% |
February 28, 2021 | 30.95% |
January 31, 2021 | 30.95% |
December 31, 2020 | 30.95% |
November 30, 2020 | 30.95% |
October 31, 2020 | 30.95% |
September 30, 2020 | 30.95% |
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
18.91%
Minimum
Nov 2019
30.95%
Maximum
Mar 2020
30.15%
Average
30.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DTE Energy Co | 42.38% |
Xcel Energy Inc | 34.43% |
Edison International | 43.13% |
PPL Corp | 48.68% |
The AES Corp | 56.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6144 |
Beta (5Y) | 0.5098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.76% |
Historical Sharpe Ratio (5Y) | 0.2742 |
Historical Sortino (5Y) | 0.3514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.87% |