Pinnacle West Capital Corp (PNW)
93.62
+1.83
(+1.99%)
USD |
NYSE |
Nov 21, 16:00
93.59
-0.03
(-0.03%)
After-Hours: 20:00
Pinnacle West Capital Max Drawdown (5Y): 39.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.28% |
| September 30, 2024 | 39.28% |
| August 31, 2024 | 39.28% |
| July 31, 2024 | 39.28% |
| June 30, 2024 | 39.28% |
| May 31, 2024 | 39.28% |
| April 30, 2024 | 39.28% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
39.28%
Maximum
Mar 2020
38.05%
Average
39.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| OGE Energy Corp | 48.85% |
| PPL Corp | 48.68% |
| Evergy Inc | 38.78% |
| NRG Energy Inc | 48.76% |
| Xcel Energy Inc | 34.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.057 |
| Beta (5Y) | 0.5186 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.66% |
| Historical Sharpe Ratio (5Y) | 0.0248 |
| Historical Sortino (5Y) | 0.0344 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.55% |