Vistra Corp (VST)
166.60
+11.97
(+7.74%)
USD |
NYSE |
Nov 21, 16:00
167.20
+0.60
(+0.36%)
After-Hours: 20:00
Vistra Max Drawdown (5Y): 53.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.27% |
| September 30, 2024 | 53.27% |
| August 31, 2024 | 53.27% |
| July 31, 2024 | 53.27% |
| June 30, 2024 | 53.27% |
| May 31, 2024 | 53.27% |
| April 30, 2024 | 53.27% |
| March 31, 2024 | 53.27% |
| February 29, 2024 | 53.27% |
| January 31, 2024 | 53.27% |
| December 31, 2023 | 53.27% |
| November 30, 2023 | 53.27% |
| October 31, 2023 | 53.27% |
| September 30, 2023 | 53.27% |
| August 31, 2023 | 53.27% |
| July 31, 2023 | 53.27% |
| June 30, 2023 | 53.27% |
| May 31, 2023 | 53.27% |
| April 30, 2023 | 53.27% |
| March 31, 2023 | 53.27% |
| February 28, 2023 | 53.27% |
| January 31, 2023 | 53.27% |
| December 31, 2022 | 53.27% |
| November 30, 2022 | 53.27% |
| October 31, 2022 | 53.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.27% |
| August 31, 2022 | 53.27% |
| July 31, 2022 | 53.27% |
| June 30, 2022 | 53.27% |
| May 31, 2022 | 53.27% |
| April 30, 2022 | 53.27% |
| March 31, 2022 | 53.27% |
| February 28, 2022 | 53.27% |
| January 31, 2022 | 53.27% |
| December 31, 2021 | 53.27% |
| November 30, 2021 | 53.27% |
| October 31, 2021 | 53.27% |
| September 30, 2021 | 53.27% |
| August 31, 2021 | 53.27% |
| July 31, 2021 | 53.27% |
| June 30, 2021 | 53.27% |
| May 31, 2021 | 53.27% |
| April 30, 2021 | 53.27% |
| March 31, 2021 | 53.27% |
| February 28, 2021 | 53.27% |
| January 31, 2021 | 53.27% |
| December 31, 2020 | 53.27% |
| November 30, 2020 | 53.27% |
| October 31, 2020 | 53.27% |
| September 30, 2020 | 53.27% |
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
20.95%
Minimum
Nov 2019
53.27%
Maximum
Mar 2020
51.25%
Average
53.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Talen Energy Corp | -- |
| Oklo Inc | -- |
| Constellation Energy Corp | -- |
| NRG Energy Inc | 48.76% |
| Public Service Enterprise Group Inc | 40.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.04 |
| Beta (5Y) | 1.095 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.12% |
| Historical Sharpe Ratio (5Y) | 0.8237 |
| Historical Sortino (5Y) | 1.464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.23% |