NorthWestern Energy Group Inc (NWE)

52.60 +0.10 (+0.19%) USD  |  NASDAQ  |  Dec 20, 16:00
52.70 +0.10 (+0.19%) After-Hours: 20:00
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NorthWestern Energy Group Max Drawdown (5Y): 39.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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American Electric Power Co Inc 32.91%
The AES Corp 56.58%
CenterPoint Energy Inc 59.78%
NRG Energy Inc 48.76%
Unitil Corp 48.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.567
Beta (5Y) 0.4789
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.13%
Historical Sharpe Ratio (5Y) -0.1433
Historical Sortino (5Y) -0.1891
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.32%