OGE Energy Corp (OGE)
43.83
+0.72
(+1.67%)
USD |
NYSE |
Nov 21, 16:00
43.91
+0.08
(+0.18%)
After-Hours: 20:00
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
| Pinnacle West Capital Corp | 39.28% |
| DTE Energy Co | 42.38% |
| Edison International | 43.13% |
| 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% |