Exelon Corp (EXC)
37.44
-0.33
(-0.87%)
USD |
NASDAQ |
Apr 25, 10:55
Exelon Max Drawdown (5Y): 39.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 39.86% |
February 29, 2024 | 39.86% |
January 31, 2024 | 39.86% |
December 31, 2023 | 39.86% |
November 30, 2023 | 39.86% |
October 31, 2023 | 39.86% |
September 30, 2023 | 39.86% |
August 31, 2023 | 39.86% |
July 31, 2023 | 39.86% |
June 30, 2023 | 39.86% |
May 31, 2023 | 39.86% |
April 30, 2023 | 39.86% |
March 31, 2023 | 39.86% |
February 28, 2023 | 39.86% |
January 31, 2023 | 39.86% |
December 31, 2022 | 39.86% |
November 30, 2022 | 39.86% |
October 31, 2022 | 39.86% |
September 30, 2022 | 39.86% |
August 31, 2022 | 39.86% |
July 31, 2022 | 39.86% |
June 30, 2022 | 39.86% |
May 31, 2022 | 39.86% |
April 30, 2022 | 39.86% |
March 31, 2022 | 39.86% |
Date | Value |
---|---|
February 28, 2022 | 39.86% |
January 31, 2022 | 39.86% |
December 31, 2021 | 39.86% |
November 30, 2021 | 39.86% |
October 31, 2021 | 39.86% |
September 30, 2021 | 39.86% |
August 31, 2021 | 39.86% |
July 31, 2021 | 39.86% |
June 30, 2021 | 39.86% |
May 31, 2021 | 39.86% |
April 30, 2021 | 39.86% |
March 31, 2021 | 39.86% |
February 28, 2021 | 39.86% |
January 31, 2021 | 39.86% |
December 31, 2020 | 39.86% |
November 30, 2020 | 39.86% |
October 31, 2020 | 39.86% |
September 30, 2020 | 39.86% |
August 31, 2020 | 39.86% |
July 31, 2020 | 39.86% |
June 30, 2020 | 39.86% |
May 31, 2020 | 39.86% |
April 30, 2020 | 39.86% |
March 31, 2020 | 39.86% |
February 29, 2020 | 30.45% |
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
30.45%
Minimum
Apr 2019
39.86%
Maximum
Mar 2020
38.13%
Average
39.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FirstEnergy Corp | 47.67% |
Dominion Energy Inc | 52.21% |
MGE Energy Inc | 33.91% |
Public Service Enterprise Group Inc | 40.74% |
American Electric Power Co Inc | 32.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.644 |
Beta (5Y) | 0.4556 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.93% |
Historical Sharpe Ratio (5Y) | 0.0973 |
Historical Sortino (5Y) | 0.1443 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.82% |