NiSource Inc (NI)
34.49
-0.67
(-1.91%)
USD |
NYSE |
Nov 01, 16:00
34.49
0.00 (0.00%)
After-Hours: 20:00
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% |
| The AES Corp | 56.58% |
| NRG Energy Inc | 48.76% |
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% |