PG&E Corp (PCG)
19.96
-0.08
(-0.40%)
USD |
NYSE |
Nov 04, 16:00
19.91
-0.05
(-0.25%)
After-Hours: 20:00
PG&E Max Drawdown (5Y): 89.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.83% |
| September 30, 2024 | 89.83% |
| August 31, 2024 | 91.52% |
| July 31, 2024 | 94.65% |
| June 30, 2024 | 94.65% |
| May 31, 2024 | 94.65% |
| April 30, 2024 | 94.65% |
| March 31, 2024 | 94.65% |
| February 29, 2024 | 94.65% |
| January 31, 2024 | 94.65% |
| December 31, 2023 | 94.65% |
| November 30, 2023 | 94.65% |
| October 31, 2023 | 94.65% |
| September 30, 2023 | 94.65% |
| August 31, 2023 | 94.65% |
| July 31, 2023 | 94.65% |
| June 30, 2023 | 94.65% |
| May 31, 2023 | 94.65% |
| April 30, 2023 | 94.65% |
| March 31, 2023 | 94.65% |
| February 28, 2023 | 94.65% |
| January 31, 2023 | 94.65% |
| December 31, 2022 | 94.65% |
| November 30, 2022 | 94.65% |
| October 31, 2022 | 94.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.65% |
| August 31, 2022 | 94.65% |
| July 31, 2022 | 94.65% |
| June 30, 2022 | 94.65% |
| May 31, 2022 | 94.65% |
| April 30, 2022 | 94.65% |
| March 31, 2022 | 94.65% |
| February 28, 2022 | 94.65% |
| January 31, 2022 | 94.65% |
| December 31, 2021 | 94.65% |
| November 30, 2021 | 94.65% |
| October 31, 2021 | 94.65% |
| September 30, 2021 | 94.65% |
| August 31, 2021 | 94.65% |
| July 31, 2021 | 94.65% |
| June 30, 2021 | 94.65% |
| May 31, 2021 | 94.65% |
| April 30, 2021 | 94.65% |
| March 31, 2021 | 94.65% |
| February 28, 2021 | 94.65% |
| January 31, 2021 | 94.65% |
| December 31, 2020 | 94.65% |
| November 30, 2020 | 94.65% |
| October 31, 2020 | 94.65% |
| September 30, 2020 | 94.65% |
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
89.83%
Minimum
Sep 2024
94.65%
Maximum
Nov 2019
94.44%
Average
94.65%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Edison International | 43.13% |
| Alliant Energy Corp | 33.53% |
| Otter Tail Corp | 41.50% |
| Advent Technologies Holdings Inc | 99.69% |
| Verde Clean Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.15 |
| Beta (5Y) | 1.033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.17% |
| Historical Sharpe Ratio (5Y) | 0.5672 |
| Historical Sortino (5Y) | 0.7591 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.82% |