PPL Corp (PPL)
32.10
+0.54
(+1.70%)
USD |
NYSE |
Nov 04, 13:00
PPL Max Drawdown (5Y): 48.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.68% |
| September 30, 2024 | 48.68% |
| August 31, 2024 | 48.68% |
| July 31, 2024 | 48.68% |
| June 30, 2024 | 48.68% |
| May 31, 2024 | 48.68% |
| April 30, 2024 | 48.68% |
| March 31, 2024 | 48.68% |
| February 29, 2024 | 48.68% |
| January 31, 2024 | 48.68% |
| December 31, 2023 | 48.68% |
| November 30, 2023 | 48.68% |
| October 31, 2023 | 48.68% |
| September 30, 2023 | 48.68% |
| August 31, 2023 | 48.68% |
| July 31, 2023 | 48.68% |
| June 30, 2023 | 48.68% |
| May 31, 2023 | 48.68% |
| April 30, 2023 | 48.68% |
| March 31, 2023 | 48.68% |
| February 28, 2023 | 48.68% |
| January 31, 2023 | 48.68% |
| December 31, 2022 | 48.68% |
| November 30, 2022 | 48.68% |
| October 31, 2022 | 48.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.68% |
| August 31, 2022 | 48.68% |
| July 31, 2022 | 48.68% |
| June 30, 2022 | 48.68% |
| May 31, 2022 | 48.68% |
| April 30, 2022 | 48.68% |
| March 31, 2022 | 48.68% |
| February 28, 2022 | 48.68% |
| January 31, 2022 | 48.68% |
| December 31, 2021 | 48.68% |
| November 30, 2021 | 48.68% |
| October 31, 2021 | 48.68% |
| September 30, 2021 | 48.68% |
| August 31, 2021 | 48.68% |
| July 31, 2021 | 48.68% |
| June 30, 2021 | 48.68% |
| May 31, 2021 | 48.68% |
| April 30, 2021 | 48.68% |
| March 31, 2021 | 48.68% |
| February 28, 2021 | 48.68% |
| January 31, 2021 | 48.68% |
| December 31, 2020 | 48.68% |
| November 30, 2020 | 48.68% |
| October 31, 2020 | 48.68% |
| September 30, 2020 | 48.68% |
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
33.86%
Minimum
Nov 2019
48.68%
Maximum
Mar 2020
47.69%
Average
48.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Idacorp Inc | 34.30% |
| Xcel Energy Inc | 34.43% |
| DTE Energy Co | 42.38% |
| OGE Energy Corp | 48.85% |
| Evergy Inc | 38.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.957 |
| Beta (5Y) | 0.8178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.02% |
| Historical Sharpe Ratio (5Y) | 0.0639 |
| Historical Sortino (5Y) | 0.0757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |