NiSource Inc (NI)

36.17 +0.30 (+0.84%) USD  |  NYSE  |  Dec 20, 16:00
36.18 +0.01 (+0.03%) After-Hours: 20:00
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NiSource Max Drawdown (5Y): 30.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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DTE Energy Co 42.38%
Edison International 43.13%
PPL Corp 48.68%
Xcel Energy Inc 34.43%
FirstEnergy Corp 47.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.816
Beta (5Y) 0.5350
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.87%
Historical Sharpe Ratio (5Y) 0.4097
Historical Sortino (5Y) 0.5278
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.87%