TXNM Energy Inc (TXNM)

47.93 +0.22 (+0.46%) USD  |  NYSE  |  Dec 20, 16:00
47.98 +0.05 (+0.10%) After-Hours: 20:00
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TXNM Energy Max Drawdown (5Y): 46.35% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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American Electric Power Co Inc 32.91%
The AES Corp 56.58%
NRG Energy Inc 48.76%
NorthWestern Energy Group Inc 39.27%
Unitil Corp 48.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.401
Beta (5Y) 0.4025
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.55%
Historical Sharpe Ratio (5Y) 0.0414
Historical Sortino (5Y) 0.0475
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.22%