Southern Co (SO)
90.43
-0.62
(-0.68%)
USD |
NYSE |
Apr 25, 16:00
90.44
+0.01
(+0.01%)
After-Hours: 20:00
Southern Max Drawdown (5Y): 28.41% 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
| Entergy Corp | 38.14% |
| Consolidated Edison Inc | 27.64% |
| CenterPoint Energy Inc | 55.33% |
| PG&E Corp | 88.83% |
| American Electric Power Co Inc | 30.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.890 |
| Beta (5Y) | 0.3859 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.30% |
| Historical Sharpe Ratio (5Y) | 0.6765 |
| Historical Sortino (5Y) | 1.104 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.85% |