Xcel Energy Inc (XEL)
66.69
-0.12
(-0.18%)
USD |
NASDAQ |
Nov 01, 16:00
66.69
0.00 (0.00%)
After-Hours: 20:00
Xcel Energy Max Drawdown (5Y): 34.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.43% |
| September 30, 2024 | 34.43% |
| August 31, 2024 | 34.43% |
| July 31, 2024 | 34.43% |
| June 30, 2024 | 34.43% |
| May 31, 2024 | 34.43% |
| April 30, 2024 | 34.43% |
| March 31, 2024 | 34.43% |
| February 29, 2024 | 29.24% |
| January 31, 2024 | 29.24% |
| December 31, 2023 | 29.24% |
| November 30, 2023 | 29.24% |
| October 31, 2023 | 29.24% |
| September 30, 2023 | 29.24% |
| August 31, 2023 | 29.24% |
| July 31, 2023 | 29.24% |
| June 30, 2023 | 29.24% |
| May 31, 2023 | 29.24% |
| April 30, 2023 | 29.24% |
| March 31, 2023 | 29.24% |
| February 28, 2023 | 29.24% |
| January 31, 2023 | 29.24% |
| December 31, 2022 | 29.24% |
| November 30, 2022 | 29.24% |
| October 31, 2022 | 29.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 29.24% |
| August 31, 2022 | 29.24% |
| July 31, 2022 | 29.24% |
| June 30, 2022 | 29.24% |
| May 31, 2022 | 29.24% |
| April 30, 2022 | 29.24% |
| March 31, 2022 | 29.24% |
| February 28, 2022 | 29.24% |
| January 31, 2022 | 29.24% |
| December 31, 2021 | 29.24% |
| November 30, 2021 | 29.24% |
| October 31, 2021 | 29.24% |
| September 30, 2021 | 29.24% |
| August 31, 2021 | 29.24% |
| July 31, 2021 | 29.24% |
| June 30, 2021 | 29.24% |
| May 31, 2021 | 29.24% |
| April 30, 2021 | 29.24% |
| March 31, 2021 | 29.24% |
| February 28, 2021 | 29.24% |
| January 31, 2021 | 29.24% |
| December 31, 2020 | 29.24% |
| November 30, 2020 | 29.24% |
| October 31, 2020 | 29.24% |
| September 30, 2020 | 29.24% |
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
17.45%
Minimum
Nov 2019
34.43%
Maximum
Mar 2024
29.15%
Average
29.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| DTE Energy Co | 42.38% |
| NiSource Inc | 30.95% |
| Pinnacle West Capital Corp | 39.28% |
| PPL Corp | 48.68% |
| OGE Energy Corp | 48.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.231 |
| Beta (5Y) | 0.386 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.94% |
| Historical Sharpe Ratio (5Y) | 0.0763 |
| Historical Sortino (5Y) | 0.1099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |