Xcel Energy Inc (XEL)

67.40 +0.75 (+1.13%) USD  |  NASDAQ  |  Dec 20, 16:00
67.40 0.00 (0.00%) Pre-Market: 20:00
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Xcel Energy Max Drawdown (5Y): 34.43% 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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DTE Energy Co 42.38%
PPL Corp 48.68%
Otter Tail Corp 41.50%
PG&E Corp 89.83%
Pinnacle West Capital Corp 39.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.352
Beta (5Y) 0.4100
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.22%
Historical Sharpe Ratio (5Y) 0.1776
Historical Sortino (5Y) 0.2589
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.72%