Sempra (SRE)
81.20
-1.79
(-2.16%)
USD |
NYSE |
Sep 15, 16:00
81.54
+0.34
(+0.42%)
Pre-Market: 20:00
Sempra Max Drawdown (5Y) : 31.62% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 31.62% |
| July 31, 2026 | 31.62% |
| June 30, 2026 | 31.62% |
| May 31, 2026 | 31.62% |
| April 30, 2026 | 31.62% |
| March 31, 2026 | 31.62% |
| February 28, 2026 | 31.62% |
| January 31, 2026 | 31.62% |
| December 31, 2025 | 31.62% |
| November 30, 2025 | 31.62% |
| October 31, 2025 | 31.62% |
| September 30, 2025 | 31.62% |
| August 31, 2025 | 31.62% |
| July 31, 2025 | 31.62% |
| June 30, 2025 | 31.62% |
| May 31, 2025 | 31.62% |
| April 30, 2025 | 31.62% |
| March 31, 2025 | 34.61% |
| February 28, 2025 | 45.00% |
| January 31, 2025 | 45.00% |
| December 31, 2024 | 45.00% |
| November 30, 2024 | 45.00% |
| October 31, 2024 | 45.00% |
| September 30, 2024 | 45.00% |
| August 31, 2024 | 45.00% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 45.00% |
| August 31, 2022 | 45.00% |
| July 31, 2022 | 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
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Minimum
--
Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Black Hills Corp. | 36.98% |
| Edison International | 43.88% |
| PG&E Corp. | 87.11% |
| Dominion Energy, Inc. | 52.21% |
| Public Service Enterprise Group, Inc. | 27.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.145 |
| Beta (5Y) | 0.5567 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.78% |
| Historical Sharpe Ratio (5Y) | 0.1793 |
| Historical Sortino (5Y) | 0.2936 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.80% |