Public Service Enterprise Group Inc (PEG)

85.06 +1.87 (+2.25%) USD  |  NYSE  |  Dec 20, 16:00
85.58 +0.52 (+0.61%) After-Hours: 20:00
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Public Service Enterprise Group Max Drawdown (5Y): 40.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Vistra Corp 53.27%
Constellation Energy Corp --
NRG Energy Inc 48.76%
Southern Co 38.44%
Exelon Corp 39.86%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.801
Beta (5Y) 0.6267
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.39%
Historical Sharpe Ratio (5Y) 0.4581
Historical Sortino (5Y) 0.6161
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.93%