WEC Energy Group Inc (WEC)
96.14
-1.48
(-1.52%)
USD |
NYSE |
Nov 14, 16:00
96.14
0.00 (0.00%)
After-Hours: 20:00
WEC Energy Group Max Drawdown (5Y): 32.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.31% |
| September 30, 2024 | 32.31% |
| August 31, 2024 | 32.31% |
| July 31, 2024 | 32.31% |
| June 30, 2024 | 32.31% |
| May 31, 2024 | 32.31% |
| April 30, 2024 | 32.31% |
| March 31, 2024 | 32.31% |
| February 29, 2024 | 32.31% |
| January 31, 2024 | 32.31% |
| December 31, 2023 | 32.31% |
| November 30, 2023 | 32.31% |
| October 31, 2023 | 32.31% |
| September 30, 2023 | 32.31% |
| August 31, 2023 | 32.31% |
| July 31, 2023 | 32.31% |
| June 30, 2023 | 32.31% |
| May 31, 2023 | 32.31% |
| April 30, 2023 | 32.31% |
| March 31, 2023 | 32.31% |
| February 28, 2023 | 32.31% |
| January 31, 2023 | 32.31% |
| December 31, 2022 | 32.31% |
| November 30, 2022 | 32.31% |
| October 31, 2022 | 32.31% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.31% |
| August 31, 2022 | 32.31% |
| July 31, 2022 | 32.31% |
| June 30, 2022 | 32.31% |
| May 31, 2022 | 32.31% |
| April 30, 2022 | 32.31% |
| March 31, 2022 | 32.31% |
| February 28, 2022 | 32.31% |
| January 31, 2022 | 32.31% |
| December 31, 2021 | 32.31% |
| November 30, 2021 | 32.31% |
| October 31, 2021 | 32.31% |
| September 30, 2021 | 32.31% |
| August 31, 2021 | 32.31% |
| July 31, 2021 | 32.31% |
| June 30, 2021 | 32.31% |
| May 31, 2021 | 32.31% |
| April 30, 2021 | 32.31% |
| March 31, 2021 | 32.31% |
| February 28, 2021 | 32.31% |
| January 31, 2021 | 32.31% |
| December 31, 2020 | 32.31% |
| November 30, 2020 | 32.31% |
| October 31, 2020 | 32.31% |
| September 30, 2020 | 32.31% |
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
20.41%
Minimum
Nov 2019
32.31%
Maximum
Mar 2020
31.51%
Average
32.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NextEra Energy Inc | 44.99% |
| Xcel Energy Inc | 34.43% |
| Clearway Energy Inc | 51.51% |
| Vistra Corp | 53.27% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.641 |
| Beta (5Y) | 0.4443 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.88% |
| Historical Sharpe Ratio (5Y) | 0.05 |
| Historical Sortino (5Y) | 0.0789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.14% |