CMS Energy Corp (CMS)
63.14
+0.15
(+0.24%)
USD |
NYSE |
May 16, 16:00
63.14
0.00 (0.00%)
After-Hours: 20:00
CMS Energy Max Drawdown (5Y): 29.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.55% |
March 31, 2024 | 29.55% |
February 29, 2024 | 29.55% |
January 31, 2024 | 29.55% |
December 31, 2023 | 29.55% |
November 30, 2023 | 29.55% |
October 31, 2023 | 29.55% |
September 30, 2023 | 29.55% |
August 31, 2023 | 29.55% |
July 31, 2023 | 29.55% |
June 30, 2023 | 29.55% |
May 31, 2023 | 29.55% |
April 30, 2023 | 29.55% |
March 31, 2023 | 29.55% |
February 28, 2023 | 29.55% |
January 31, 2023 | 29.55% |
December 31, 2022 | 29.55% |
November 30, 2022 | 29.55% |
October 31, 2022 | 29.55% |
September 30, 2022 | 29.55% |
August 31, 2022 | 29.55% |
July 31, 2022 | 29.55% |
June 30, 2022 | 29.55% |
May 31, 2022 | 29.55% |
April 30, 2022 | 29.55% |
Date | Value |
---|---|
March 31, 2022 | 29.55% |
February 28, 2022 | 29.55% |
January 31, 2022 | 29.55% |
December 31, 2021 | 29.55% |
November 30, 2021 | 29.55% |
October 31, 2021 | 29.55% |
September 30, 2021 | 29.55% |
August 31, 2021 | 29.55% |
July 31, 2021 | 29.55% |
June 30, 2021 | 29.55% |
May 31, 2021 | 29.55% |
April 30, 2021 | 29.55% |
March 31, 2021 | 29.55% |
February 28, 2021 | 29.55% |
January 31, 2021 | 29.55% |
December 31, 2020 | 29.55% |
November 30, 2020 | 29.55% |
October 31, 2020 | 29.55% |
September 30, 2020 | 29.55% |
August 31, 2020 | 29.55% |
July 31, 2020 | 29.55% |
June 30, 2020 | 29.55% |
May 31, 2020 | 29.55% |
April 30, 2020 | 29.55% |
March 31, 2020 | 29.55% |
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
17.37%
Minimum
May 2019
29.55%
Maximum
Mar 2020
27.52%
Average
29.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NextEra Energy Inc | 44.99% |
Ameren Corp | 29.09% |
Duke Energy Corp | 37.37% |
Entergy Corp | 41.99% |
NRG Energy Inc | 48.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.475 |
Beta (5Y) | 0.3753 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.22% |
Historical Sharpe Ratio (5Y) | 0.1339 |
Historical Sortino (5Y) | 0.1826 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.75% |