Public Service Enterprise Group Inc (PEG)
71.72
+0.38
(+0.54%)
USD |
NYSE |
May 07, 10:02
Public Service Enterprise Group Max Drawdown (5Y): 40.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.74% |
March 31, 2024 | 40.74% |
February 29, 2024 | 40.74% |
January 31, 2024 | 40.74% |
December 31, 2023 | 40.74% |
November 30, 2023 | 40.74% |
October 31, 2023 | 40.74% |
September 30, 2023 | 40.74% |
August 31, 2023 | 40.74% |
July 31, 2023 | 40.74% |
June 30, 2023 | 40.74% |
May 31, 2023 | 40.74% |
April 30, 2023 | 40.74% |
March 31, 2023 | 40.74% |
February 28, 2023 | 40.74% |
January 31, 2023 | 40.74% |
December 31, 2022 | 40.74% |
November 30, 2022 | 40.74% |
October 31, 2022 | 40.74% |
September 30, 2022 | 40.74% |
August 31, 2022 | 40.74% |
July 31, 2022 | 40.74% |
June 30, 2022 | 40.74% |
May 31, 2022 | 40.74% |
April 30, 2022 | 40.74% |
Date | Value |
---|---|
March 31, 2022 | 40.74% |
February 28, 2022 | 40.74% |
January 31, 2022 | 40.74% |
December 31, 2021 | 40.74% |
November 30, 2021 | 40.74% |
October 31, 2021 | 40.74% |
September 30, 2021 | 40.74% |
August 31, 2021 | 40.74% |
July 31, 2021 | 40.74% |
June 30, 2021 | 40.74% |
May 31, 2021 | 40.74% |
April 30, 2021 | 40.74% |
March 31, 2021 | 40.74% |
February 28, 2021 | 40.74% |
January 31, 2021 | 40.74% |
December 31, 2020 | 40.74% |
November 30, 2020 | 40.74% |
October 31, 2020 | 40.74% |
September 30, 2020 | 40.74% |
August 31, 2020 | 40.74% |
July 31, 2020 | 40.74% |
June 30, 2020 | 40.74% |
May 31, 2020 | 40.74% |
April 30, 2020 | 40.74% |
March 31, 2020 | 40.74% |
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
14.79%
Minimum
Jun 2019
40.74%
Maximum
Mar 2020
36.50%
Average
40.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DTE Energy Co | 42.49% |
The AES Corp | 56.58% |
FirstEnergy Corp | 47.67% |
Constellation Energy Corp | -- |
Exelon Corp | 39.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.734 |
Beta (5Y) | 0.5642 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.64% |
Historical Sharpe Ratio (5Y) | 0.1926 |
Historical Sortino (5Y) | 0.2609 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.81% |