Pinnacle West Capital Corp (PNW)
74.50
-0.20
(-0.27%)
USD |
NYSE |
Apr 23, 16:00
74.50
0.00 (0.00%)
After-Hours: 20:00
Pinnacle West Capital Max Drawdown (5Y): 39.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.28% |
February 29, 2024 | 39.28% |
January 31, 2024 | 39.28% |
December 31, 2023 | 39.28% |
November 30, 2023 | 39.28% |
October 31, 2023 | 39.28% |
September 30, 2023 | 39.28% |
August 31, 2023 | 39.28% |
July 31, 2023 | 39.28% |
June 30, 2023 | 39.28% |
May 31, 2023 | 39.28% |
April 30, 2023 | 39.28% |
March 31, 2023 | 39.28% |
February 28, 2023 | 39.28% |
January 31, 2023 | 39.28% |
December 31, 2022 | 39.28% |
November 30, 2022 | 39.28% |
October 31, 2022 | 39.28% |
September 30, 2022 | 39.28% |
August 31, 2022 | 39.28% |
July 31, 2022 | 39.28% |
June 30, 2022 | 39.28% |
May 31, 2022 | 39.28% |
April 30, 2022 | 39.28% |
March 31, 2022 | 39.28% |
Date | Value |
---|---|
February 28, 2022 | 39.28% |
January 31, 2022 | 39.28% |
December 31, 2021 | 39.28% |
November 30, 2021 | 39.28% |
October 31, 2021 | 39.28% |
September 30, 2021 | 39.28% |
August 31, 2021 | 39.28% |
July 31, 2021 | 39.28% |
June 30, 2021 | 39.28% |
May 31, 2021 | 39.28% |
April 30, 2021 | 39.28% |
March 31, 2021 | 39.28% |
February 28, 2021 | 39.28% |
January 31, 2021 | 39.28% |
December 31, 2020 | 39.28% |
November 30, 2020 | 39.28% |
October 31, 2020 | 39.28% |
September 30, 2020 | 39.28% |
August 31, 2020 | 39.28% |
July 31, 2020 | 39.28% |
June 30, 2020 | 39.28% |
May 31, 2020 | 39.28% |
April 30, 2020 | 39.28% |
March 31, 2020 | 39.28% |
February 29, 2020 | 20.89% |
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
20.89%
Minimum
Apr 2019
39.28%
Maximum
Mar 2020
35.91%
Average
39.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NiSource Inc | 30.95% |
NextEra Energy Inc | 44.99% |
Evergy Inc | 38.78% |
NextEra Energy Partners LP | 74.47% |
Edison International | 43.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.030 |
Beta (5Y) | 0.4856 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.16% |
Historical Sharpe Ratio (5Y) | -0.107 |
Historical Sortino (5Y) | -0.1489 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |