NRG Energy, Inc. (NRG)
95.23
-1.70
(-1.75%)
USD |
NYSE |
Oct 02, 16:00
95.57
+0.34
(+0.36%)
After-Hours: 20:00
NRG Energy Max Drawdown (5Y) : 47.68% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2024 | 48.76% |
| Date | Value |
|---|---|
| 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% |
| August 31, 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% |
| Duke Energy Corp. | 24.16% |
| Evergy, Inc. | 29.85% |
| American Electric Power Co., Inc. | 29.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.196 |
| Beta (5Y) | 1.171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.72% |
| Historical Sharpe Ratio (5Y) | 0.4295 |
| Historical Sortino (5Y) | 0.8227 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.04% |