PPL Corp (PPL)
34.46
-1.77
(-4.89%)
USD |
NYSE |
Apr 04, 16:00
34.32
-0.14
(-0.41%)
Pre-Market: 20:00
PPL Max Drawdown (5Y): 39.90% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| DTE Energy Co | 34.64% |
| Xcel Energy Inc | 34.43% |
| American Electric Power Co Inc | 30.51% |
| Duke Energy Corp | 25.78% |
| Alliant Energy Corp | 25.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.4747 |
| Beta (5Y) | 0.6537 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.96% |
| Historical Sharpe Ratio (5Y) | 0.4998 |
| Historical Sortino (5Y) | 0.8022 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.06% |