Portland General Electric Co (POR)
41.74
+0.76
(+1.85%)
USD |
NYSE |
Apr 18, 16:00
41.74
0.00 (0.00%)
After-Hours: 20:00
Portland General Electric Max Drawdown (5Y): 45.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 45.08% |
| February 29, 2024 | 45.08% |
| January 31, 2024 | 45.08% |
| December 31, 2023 | 45.08% |
| November 30, 2023 | 45.08% |
| October 31, 2023 | 45.08% |
| September 30, 2023 | 45.08% |
| August 31, 2023 | 45.08% |
| July 31, 2023 | 45.08% |
| June 30, 2023 | 45.08% |
| May 31, 2023 | 45.08% |
| April 30, 2023 | 45.08% |
| March 31, 2023 | 45.08% |
| February 28, 2023 | 45.08% |
| January 31, 2023 | 45.08% |
| December 31, 2022 | 45.08% |
| November 30, 2022 | 45.08% |
| October 31, 2022 | 45.08% |
| September 30, 2022 | 45.08% |
| August 31, 2022 | 45.08% |
| July 31, 2022 | 45.08% |
| June 30, 2022 | 45.08% |
| May 31, 2022 | 45.08% |
| April 30, 2022 | 45.08% |
| March 31, 2022 | 45.08% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.08% |
| January 31, 2022 | 45.08% |
| December 31, 2021 | 45.08% |
| November 30, 2021 | 45.08% |
| October 31, 2021 | 45.08% |
| September 30, 2021 | 45.08% |
| August 31, 2021 | 45.08% |
| July 31, 2021 | 45.08% |
| June 30, 2021 | 45.08% |
| May 31, 2021 | 45.08% |
| April 30, 2021 | 45.08% |
| March 31, 2021 | 45.08% |
| February 28, 2021 | 45.08% |
| January 31, 2021 | 45.08% |
| December 31, 2020 | 45.08% |
| November 30, 2020 | 45.08% |
| October 31, 2020 | 45.08% |
| September 30, 2020 | 45.08% |
| August 31, 2020 | 39.42% |
| July 31, 2020 | 36.41% |
| June 30, 2020 | 36.41% |
| May 31, 2020 | 36.41% |
| April 30, 2020 | 36.41% |
| March 31, 2020 | 36.41% |
| February 29, 2020 | 20.61% |
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
20.61%
Minimum
Apr 2019
45.08%
Maximum
Sep 2020
39.78%
Average
45.08%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Duke Energy Corp | 37.37% |
| FirstEnergy Corp | 47.67% |
| Avangrid Inc | 44.29% |
| American Electric Power Co Inc | 32.91% |
| NorthWestern Energy Group Inc | 39.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.02 |
| Beta (5Y) | 0.5747 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.59% |
| Historical Sharpe Ratio (5Y) | -0.1025 |
| Historical Sortino (5Y) | -0.1314 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.11% |