NRG Energy Inc (NRG)
96.89
+2.37
(+2.51%)
USD |
NYSE |
Nov 21, 16:00
96.80
-0.09
(-0.09%)
After-Hours: 20:00
NRG Energy Max Drawdown (5Y): 48.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 48.76% |
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% |
Date | Value |
---|---|
September 30, 2022 | 48.76% |
August 31, 2022 | 48.76% |
July 31, 2022 | 48.76% |
June 30, 2022 | 54.40% |
May 31, 2022 | 54.40% |
April 30, 2022 | 58.70% |
March 31, 2022 | 58.70% |
February 28, 2022 | 58.70% |
January 31, 2022 | 58.70% |
December 31, 2021 | 65.33% |
November 30, 2021 | 68.32% |
October 31, 2021 | 72.12% |
September 30, 2021 | 72.12% |
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 | 73.19% |
December 31, 2020 | 75.22% |
November 30, 2020 | 75.22% |
October 31, 2020 | 75.22% |
September 30, 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
Jul 2022
75.22%
Maximum
Nov 2019
60.30%
Average
56.55%
Median
Max Drawdown (5Y) Benchmarks
Vistra Corp | 53.27% |
Southern Co | 38.44% |
Duke Energy Corp | 37.37% |
Public Service Enterprise Group Inc | 40.74% |
The AES Corp | 56.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.011 |
Beta (5Y) | 1.098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.56% |
Historical Sharpe Ratio (5Y) | 0.5106 |
Historical Sortino (5Y) | 0.7557 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.51% |