WEC Energy Group Inc (WEC)

94.50 +1.24 (+1.33%) USD  |  NYSE  |  Dec 20, 16:00
94.54 +0.04 (+0.04%) Pre-Market: 20:00
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WEC Energy Group Max Drawdown (5Y): 32.31% 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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Entergy Corp 41.99%
Pinnacle West Capital Corp 39.28%
Xcel Energy Inc 34.43%
Vistra Corp 53.27%
Talen Energy Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.639
Beta (5Y) 0.4657
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.79%
Historical Sharpe Ratio (5Y) 0.1643
Historical Sortino (5Y) 0.2583
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.14%