NRG Energy, Inc. (NRG)
97.10
-0.95
(-0.97%)
USD |
NYSE |
Nov 13, 16:00
96.51
-0.59
(-0.61%)
After-Hours: 19:59
NRG Energy Max Drawdown (5Y) : 49.51% for Oct. 31, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2026 | 49.51% |
| September 30, 2026 | 47.68% |
| August 31, 2026 | 39.77% |
| July 31, 2026 | 34.24% |
| June 30, 2026 | 34.24% |
| May 31, 2026 | 32.63% |
| April 30, 2026 | 32.63% |
| March 31, 2026 | 32.63% |
| February 28, 2026 | 32.63% |
| January 31, 2026 | 32.63% |
| December 31, 2025 | 32.63% |
| November 30, 2025 | 32.63% |
| October 31, 2025 | 32.63% |
| September 30, 2025 | 32.63% |
| August 31, 2025 | 32.63% |
| July 31, 2025 | 32.63% |
| June 30, 2025 | 32.63% |
| May 31, 2025 | 32.63% |
| April 30, 2025 | 32.63% |
| March 31, 2025 | 38.93% |
| February 28, 2025 | 48.76% |
| January 31, 2025 | 48.76% |
| December 31, 2024 | 48.76% |
| November 30, 2024 | 48.76% |
| October 31, 2024 | 48.76% |
| Date | Value |
|---|---|
| September 30, 2024 | 48.76% |
| August 31, 2024 | 48.76% |
| July 31, 2024 | 48.76% |
| June 30, 2024 | 48.76% |
| May 31, 2024 | 48.76% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Constellation Energy Corp. | -- |
| The Southern Co. | 23.28% |
| American Electric Power Co., Inc. | 29.55% |
| NextEra Energy, Inc. | 44.99% |
| PG&E Corp. | 86.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.267 |
| Beta (5Y) | 1.225 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.80% |
| Historical Sharpe Ratio (5Y) | 0.4383 |
| Historical Sortino (5Y) | 0.8393 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.07% |