Public Service Enterprise Group, Inc. (PEG)
73.38
-0.15
(-0.20%)
USD |
NYSE |
Aug 25, 10:35
Public Service Enterprise Group Max Drawdown (5Y) : 27.29% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 27.29% |
| June 30, 2026 | 27.29% |
| May 31, 2026 | 27.29% |
| April 30, 2026 | 27.29% |
| March 31, 2026 | 27.29% |
| February 28, 2026 | 27.29% |
| January 31, 2026 | 27.29% |
| December 31, 2025 | 27.29% |
| November 30, 2025 | 27.29% |
| October 31, 2025 | 27.29% |
| September 30, 2025 | 27.29% |
| August 31, 2025 | 27.29% |
| July 31, 2025 | 27.29% |
| June 30, 2025 | 27.29% |
| May 31, 2025 | 27.29% |
| April 30, 2025 | 27.72% |
| March 31, 2025 | 28.68% |
| February 28, 2025 | 40.74% |
| January 31, 2025 | 40.74% |
| December 31, 2024 | 40.74% |
| November 30, 2024 | 40.74% |
| October 31, 2024 | 40.74% |
| September 30, 2024 | 40.74% |
| August 31, 2024 | 40.74% |
| July 31, 2024 | 40.74% |
| Date | Value |
|---|---|
| June 30, 2024 | 40.74% |
| May 31, 2024 | 40.74% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CMS Energy Corp. | 28.04% |
| Dominion Energy, Inc. | 52.21% |
| Ameren Corp. | 27.48% |
| WEC Energy Group, Inc. | 26.05% |
| NiSource, Inc. | 24.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5817 |
| Beta (5Y) | 0.5128 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.47% |
| Historical Sharpe Ratio (5Y) | 0.224 |
| Historical Sortino (5Y) | 0.3621 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.13% |