OGE Energy Corp (OGE)
39.80
+0.14
(+0.34%)
USD |
NYSE |
Nov 04, 12:57
OGE Energy Max Drawdown (5Y): 48.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 48.85% |
September 30, 2024 | 48.85% |
August 31, 2024 | 48.85% |
July 31, 2024 | 48.85% |
June 30, 2024 | 48.85% |
May 31, 2024 | 48.85% |
April 30, 2024 | 48.85% |
March 31, 2024 | 48.85% |
February 29, 2024 | 48.85% |
January 31, 2024 | 48.85% |
December 31, 2023 | 48.85% |
November 30, 2023 | 48.85% |
October 31, 2023 | 48.85% |
September 30, 2023 | 48.85% |
August 31, 2023 | 48.85% |
July 31, 2023 | 48.85% |
June 30, 2023 | 48.85% |
May 31, 2023 | 48.85% |
April 30, 2023 | 48.85% |
March 31, 2023 | 48.85% |
February 28, 2023 | 48.85% |
January 31, 2023 | 48.85% |
December 31, 2022 | 48.85% |
November 30, 2022 | 48.85% |
October 31, 2022 | 48.85% |
Date | Value |
---|---|
September 30, 2022 | 48.85% |
August 31, 2022 | 48.85% |
July 31, 2022 | 48.85% |
June 30, 2022 | 48.85% |
May 31, 2022 | 48.85% |
April 30, 2022 | 48.85% |
March 31, 2022 | 48.85% |
February 28, 2022 | 48.85% |
January 31, 2022 | 48.85% |
December 31, 2021 | 48.85% |
November 30, 2021 | 48.85% |
October 31, 2021 | 48.85% |
September 30, 2021 | 48.85% |
August 31, 2021 | 48.85% |
July 31, 2021 | 48.85% |
June 30, 2021 | 48.85% |
May 31, 2021 | 48.85% |
April 30, 2021 | 48.85% |
March 31, 2021 | 48.85% |
February 28, 2021 | 48.85% |
January 31, 2021 | 48.85% |
December 31, 2020 | 48.85% |
November 30, 2020 | 48.85% |
October 31, 2020 | 48.85% |
September 30, 2020 | 48.85% |
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
35.38%
Minimum
Nov 2019
48.85%
Maximum
Mar 2020
47.96%
Average
48.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Idacorp Inc | 34.30% |
Pinnacle West Capital Corp | 39.28% |
Avista Corp | 37.17% |
Evergy Inc | 38.78% |
Xcel Energy Inc | 34.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.799 |
Beta (5Y) | 0.7455 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.42% |
Historical Sharpe Ratio (5Y) | 0.0337 |
Historical Sortino (5Y) | 0.0366 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.76% |