TXNM Energy Inc (TXNM)
42.65
+0.37
(+0.88%)
USD |
NYSE |
Nov 04, 16:00
42.64
-0.02
(-0.04%)
After-Hours: 20:00
TXNM Energy Max Drawdown (5Y): 46.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.35% |
| September 30, 2024 | 46.35% |
| August 31, 2024 | 46.35% |
| July 31, 2024 | 46.35% |
| June 30, 2024 | 46.35% |
| May 31, 2024 | 46.35% |
| April 30, 2024 | 46.35% |
| March 31, 2024 | 46.35% |
| February 29, 2024 | 46.35% |
| January 31, 2024 | 46.35% |
| December 31, 2023 | 46.35% |
| November 30, 2023 | 46.35% |
| October 31, 2023 | 46.35% |
| September 30, 2023 | 46.35% |
| August 31, 2023 | 46.35% |
| July 31, 2023 | 46.35% |
| June 30, 2023 | 46.35% |
| May 31, 2023 | 46.35% |
| April 30, 2023 | 46.35% |
| March 31, 2023 | 46.35% |
| February 28, 2023 | 46.35% |
| January 31, 2023 | 46.35% |
| December 31, 2022 | 46.35% |
| November 30, 2022 | 46.35% |
| October 31, 2022 | 46.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.35% |
| August 31, 2022 | 46.35% |
| July 31, 2022 | 46.35% |
| June 30, 2022 | 46.35% |
| May 31, 2022 | 46.35% |
| April 30, 2022 | 46.35% |
| March 31, 2022 | 46.35% |
| February 28, 2022 | 46.35% |
| January 31, 2022 | 46.35% |
| December 31, 2021 | 46.35% |
| November 30, 2021 | 46.35% |
| October 31, 2021 | 46.35% |
| September 30, 2021 | 46.35% |
| August 31, 2021 | 46.35% |
| July 31, 2021 | 46.35% |
| June 30, 2021 | 46.35% |
| May 31, 2021 | 46.35% |
| April 30, 2021 | 46.35% |
| March 31, 2021 | 46.35% |
| February 28, 2021 | 46.35% |
| January 31, 2021 | 46.35% |
| December 31, 2020 | 46.35% |
| November 30, 2020 | 46.35% |
| October 31, 2020 | 46.35% |
| September 30, 2020 | 46.35% |
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
25.17%
Minimum
Nov 2019
46.35%
Maximum
Mar 2020
44.94%
Average
46.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Duke Energy Corp | 37.37% |
| NRG Energy Inc | 48.76% |
| American Electric Power Co Inc | 32.91% |
| The AES Corp | 56.58% |
| NorthWestern Energy Group Inc | 39.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.548 |
| Beta (5Y) | 0.361 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.30% |
| Historical Sharpe Ratio (5Y) | -0.124 |
| Historical Sortino (5Y) | -0.1405 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.22% |