NorthWestern Energy Group Inc (NWE)
52.49
-0.30
(-0.57%)
USD |
NASDAQ |
Nov 04, 13:10
NorthWestern Energy Group Max Drawdown (5Y): 39.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.27% |
| September 30, 2024 | 39.27% |
| August 31, 2024 | 39.27% |
| July 31, 2024 | 39.27% |
| June 30, 2024 | 39.27% |
| May 31, 2024 | 39.27% |
| April 30, 2024 | 39.27% |
| March 31, 2024 | 39.27% |
| February 29, 2024 | 39.27% |
| January 31, 2024 | 39.27% |
| December 31, 2023 | 39.27% |
| November 30, 2023 | 39.27% |
| October 31, 2023 | 39.27% |
| September 30, 2023 | 39.27% |
| August 31, 2023 | 39.27% |
| July 31, 2023 | 39.27% |
| June 30, 2023 | 39.27% |
| May 31, 2023 | 39.27% |
| April 30, 2023 | 39.27% |
| March 31, 2023 | 39.27% |
| February 28, 2023 | 39.27% |
| January 31, 2023 | 39.27% |
| December 31, 2022 | 39.27% |
| November 30, 2022 | 39.27% |
| October 31, 2022 | 39.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.27% |
| August 31, 2022 | 39.27% |
| July 31, 2022 | 39.27% |
| June 30, 2022 | 39.27% |
| May 31, 2022 | 39.27% |
| April 30, 2022 | 39.27% |
| March 31, 2022 | 39.27% |
| February 28, 2022 | 39.27% |
| January 31, 2022 | 39.27% |
| December 31, 2021 | 39.27% |
| November 30, 2021 | 39.27% |
| October 31, 2021 | 39.27% |
| September 30, 2021 | 39.27% |
| August 31, 2021 | 39.27% |
| July 31, 2021 | 39.27% |
| June 30, 2021 | 39.27% |
| May 31, 2021 | 39.27% |
| April 30, 2021 | 39.27% |
| March 31, 2021 | 39.27% |
| February 28, 2021 | 39.27% |
| January 31, 2021 | 39.27% |
| December 31, 2020 | 39.27% |
| November 30, 2020 | 39.27% |
| October 31, 2020 | 39.27% |
| September 30, 2020 | 39.27% |
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
21.00%
Minimum
Nov 2019
39.27%
Maximum
Mar 2020
38.05%
Average
39.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -10.13 |
| Beta (5Y) | 0.4723 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.17% |
| Historical Sharpe Ratio (5Y) | -0.1819 |
| Historical Sortino (5Y) | -0.2392 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.32% |