PG&E Corp (PCG)
17.00
0.00 (0.00%)
USD |
NYSE |
Apr 25, 14:47
PG&E Max Drawdown (5Y): 94.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 94.65% |
| July 31, 2020 | 94.65% |
| June 30, 2020 | 94.65% |
| May 31, 2020 | 94.65% |
| April 30, 2020 | 94.65% |
| March 31, 2020 | 94.65% |
| February 29, 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
91.04%
Minimum
Apr 2019
94.65%
Maximum
Oct 2019
94.29%
Average
94.65%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| NextEra Energy Inc | 44.99% |
| Edison International | 43.13% |
| Xcel Energy Inc | 34.43% |
| Duke Energy Corp | 37.37% |
| NextEra Energy Partners LP | 74.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.39 |
| Beta (5Y) | 1.319 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.65% |
| Historical Sharpe Ratio (5Y) | -0.054 |
| Historical Sortino (5Y) | -0.0759 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.26% |