Sempra (SRE)
90.45
-1.74
(-1.89%)
USD |
NYSE |
Nov 14, 16:00
90.44
-0.01
(-0.01%)
After-Hours: 16:54
Sempra Max Drawdown (5Y): 45.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.00% |
| September 30, 2024 | 45.00% |
| August 31, 2024 | 45.00% |
| July 31, 2024 | 45.00% |
| June 30, 2024 | 45.00% |
| May 31, 2024 | 45.00% |
| April 30, 2024 | 45.00% |
| March 31, 2024 | 45.00% |
| February 29, 2024 | 45.00% |
| January 31, 2024 | 45.00% |
| December 31, 2023 | 45.00% |
| November 30, 2023 | 45.00% |
| October 31, 2023 | 45.00% |
| September 30, 2023 | 45.00% |
| August 31, 2023 | 45.00% |
| July 31, 2023 | 45.00% |
| June 30, 2023 | 45.00% |
| May 31, 2023 | 45.00% |
| April 30, 2023 | 45.00% |
| March 31, 2023 | 45.00% |
| February 28, 2023 | 45.00% |
| January 31, 2023 | 45.00% |
| December 31, 2022 | 45.00% |
| November 30, 2022 | 45.00% |
| October 31, 2022 | 45.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.00% |
| August 31, 2022 | 45.00% |
| July 31, 2022 | 45.00% |
| June 30, 2022 | 45.00% |
| May 31, 2022 | 45.00% |
| April 30, 2022 | 45.00% |
| March 31, 2022 | 45.00% |
| February 28, 2022 | 45.00% |
| January 31, 2022 | 45.00% |
| December 31, 2021 | 45.00% |
| November 30, 2021 | 45.00% |
| October 31, 2021 | 45.00% |
| September 30, 2021 | 45.00% |
| August 31, 2021 | 45.00% |
| July 31, 2021 | 45.00% |
| June 30, 2021 | 45.00% |
| May 31, 2021 | 45.00% |
| April 30, 2021 | 45.00% |
| March 31, 2021 | 45.00% |
| February 28, 2021 | 45.00% |
| January 31, 2021 | 45.00% |
| December 31, 2020 | 45.00% |
| November 30, 2020 | 45.00% |
| October 31, 2020 | 45.00% |
| September 30, 2020 | 45.00% |
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
22.76%
Minimum
Nov 2019
45.00%
Maximum
Mar 2020
43.52%
Average
45.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Atmos Energy Corp | 32.91% |
| New Jersey Resources Corp | 50.63% |
| Southwest Gas Holdings Inc | 42.48% |
| RGC Resources Inc | 41.76% |
| New Fortress Energy Inc | 84.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.753 |
| Beta (5Y) | 0.7518 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.27% |
| Historical Sharpe Ratio (5Y) | 0.1564 |
| Historical Sortino (5Y) | 0.1943 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.53% |