NRG Energy Inc (NRG)
83.63
+1.87
(+2.29%)
USD |
NYSE |
May 10, 16:00
83.63
0.00 (0.00%)
After-Hours: 20:00
NRG Energy Max Drawdown (5Y): 48.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.76% |
March 31, 2024 | 48.76% |
February 29, 2024 | 48.76% |
January 31, 2024 | 48.76% |
December 31, 2023 | 48.76% |
November 30, 2023 | 48.76% |
October 31, 2023 | 48.76% |
September 30, 2023 | 48.76% |
August 31, 2023 | 48.76% |
July 31, 2023 | 48.76% |
June 30, 2023 | 48.76% |
May 31, 2023 | 48.76% |
April 30, 2023 | 48.76% |
March 31, 2023 | 48.76% |
February 28, 2023 | 48.76% |
January 31, 2023 | 48.76% |
December 31, 2022 | 48.76% |
November 30, 2022 | 48.76% |
October 31, 2022 | 48.76% |
September 30, 2022 | 48.76% |
August 31, 2022 | 48.76% |
July 31, 2022 | 48.76% |
June 30, 2022 | 48.76% |
May 31, 2022 | 48.76% |
April 30, 2022 | 54.40% |
Date | Value |
---|---|
March 31, 2022 | 54.40% |
February 28, 2022 | 58.70% |
January 31, 2022 | 58.70% |
December 31, 2021 | 58.70% |
November 30, 2021 | 58.70% |
October 31, 2021 | 65.33% |
September 30, 2021 | 68.32% |
August 31, 2021 | 72.12% |
July 31, 2021 | 72.12% |
June 30, 2021 | 72.12% |
May 31, 2021 | 72.12% |
April 30, 2021 | 72.12% |
March 31, 2021 | 72.12% |
February 28, 2021 | 72.12% |
January 31, 2021 | 72.12% |
December 31, 2020 | 72.12% |
November 30, 2020 | 73.19% |
October 31, 2020 | 75.22% |
September 30, 2020 | 75.22% |
August 31, 2020 | 75.22% |
July 31, 2020 | 75.22% |
June 30, 2020 | 75.22% |
May 31, 2020 | 75.22% |
April 30, 2020 | 75.22% |
March 31, 2020 | 75.22% |
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
48.76%
Minimum
May 2022
75.22%
Maximum
May 2019
62.06%
Average
62.01%
Median
Max Drawdown (5Y) Benchmarks
Duke Energy Corp | 37.37% |
The AES Corp | 56.58% |
Southern Co | 38.44% |
NextEra Energy Inc | 44.99% |
Entergy Corp | 41.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.277 |
Beta (5Y) | 1.107 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.66% |
Historical Sharpe Ratio (5Y) | 0.3713 |
Historical Sortino (5Y) | 0.5282 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.51% |