Sempra (SRE)
70.28
+0.55
(+0.79%)
USD |
NYSE |
Mar 31, 13:52
Sempra Max Drawdown (5Y): 45.00% for Feb. 28, 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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Median
Max Drawdown (5Y) Benchmarks
| Chesapeake Utilities Corp | 38.67% |
| ONE Gas Inc | 33.54% |
| New Fortress Energy Inc | 85.61% |
| RGC Resources Inc | 41.76% |
| OPAL Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.671 |
| Beta (5Y) | 0.7646 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.87% |
| Historical Sharpe Ratio (5Y) | 0.0607 |
| Historical Sortino (5Y) | 0.1098 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.90% |