Ameren Corp (AEE)
73.37
+1.86
(+2.60%)
USD |
NYSE |
May 31, 16:00
73.41
+0.04
(+0.05%)
After-Hours: 20:00
Ameren Max Drawdown (5Y): 29.09% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 29.09% |
April 30, 2024 | 29.09% |
March 31, 2024 | 29.09% |
February 29, 2024 | 29.09% |
January 31, 2024 | 29.09% |
December 31, 2023 | 29.09% |
November 30, 2023 | 29.09% |
October 31, 2023 | 29.09% |
September 30, 2023 | 29.09% |
August 31, 2023 | 29.09% |
July 31, 2023 | 29.09% |
June 30, 2023 | 29.09% |
May 31, 2023 | 29.09% |
April 30, 2023 | 29.09% |
March 31, 2023 | 29.09% |
February 28, 2023 | 29.09% |
January 31, 2023 | 29.09% |
December 31, 2022 | 29.09% |
November 30, 2022 | 29.09% |
October 31, 2022 | 29.09% |
September 30, 2022 | 29.09% |
August 31, 2022 | 29.09% |
July 31, 2022 | 29.09% |
June 30, 2022 | 29.09% |
May 31, 2022 | 29.09% |
Date | Value |
---|---|
April 30, 2022 | 29.09% |
March 31, 2022 | 29.09% |
February 28, 2022 | 29.09% |
January 31, 2022 | 29.09% |
December 31, 2021 | 29.09% |
November 30, 2021 | 29.09% |
October 31, 2021 | 29.09% |
September 30, 2021 | 29.09% |
August 31, 2021 | 29.09% |
July 31, 2021 | 29.09% |
June 30, 2021 | 29.09% |
May 31, 2021 | 29.09% |
April 30, 2021 | 29.09% |
March 31, 2021 | 29.09% |
February 28, 2021 | 29.09% |
January 31, 2021 | 29.09% |
December 31, 2020 | 29.09% |
November 30, 2020 | 29.09% |
October 31, 2020 | 29.09% |
September 30, 2020 | 29.09% |
August 31, 2020 | 29.09% |
July 31, 2020 | 29.09% |
June 30, 2020 | 29.09% |
May 31, 2020 | 29.09% |
April 30, 2020 | 29.09% |
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
20.09%
Minimum
Jun 2019
29.09%
Maximum
Mar 2020
27.74%
Average
29.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NiSource Inc | 30.95% |
Eversource Energy | 41.67% |
CMS Energy Corp | 29.55% |
The AES Corp | 56.58% |
Vistra Corp | 53.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.436 |
Beta (5Y) | 0.4479 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.68% |
Historical Sharpe Ratio (5Y) | 0.0339 |
Historical Sortino (5Y) | 0.0515 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.93% |