FirstEnergy Corp (FE)
39.24
+0.15
(+0.38%)
USD |
NYSE |
May 03, 16:00
39.23
-0.01
(-0.03%)
After-Hours: 20:00
FirstEnergy Max Drawdown (5Y): 47.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.67% |
March 31, 2024 | 47.67% |
February 29, 2024 | 47.67% |
January 31, 2024 | 47.67% |
December 31, 2023 | 47.67% |
November 30, 2023 | 47.67% |
October 31, 2023 | 47.67% |
September 30, 2023 | 47.67% |
August 31, 2023 | 47.67% |
July 31, 2023 | 47.67% |
June 30, 2023 | 47.67% |
May 31, 2023 | 47.67% |
April 30, 2023 | 47.67% |
March 31, 2023 | 47.67% |
February 28, 2023 | 47.67% |
January 31, 2023 | 47.67% |
December 31, 2022 | 47.67% |
November 30, 2022 | 47.67% |
October 31, 2022 | 47.67% |
September 30, 2022 | 47.67% |
August 31, 2022 | 47.67% |
July 31, 2022 | 47.67% |
June 30, 2022 | 47.67% |
May 31, 2022 | 47.67% |
April 30, 2022 | 47.67% |
Date | Value |
---|---|
March 31, 2022 | 47.67% |
February 28, 2022 | 47.67% |
January 31, 2022 | 47.67% |
December 31, 2021 | 47.67% |
November 30, 2021 | 47.67% |
October 31, 2021 | 47.67% |
September 30, 2021 | 47.67% |
August 31, 2021 | 47.67% |
July 31, 2021 | 47.67% |
June 30, 2021 | 47.67% |
May 31, 2021 | 47.67% |
April 30, 2021 | 47.67% |
March 31, 2021 | 47.67% |
February 28, 2021 | 47.67% |
January 31, 2021 | 47.67% |
December 31, 2020 | 47.67% |
November 30, 2020 | 47.67% |
October 31, 2020 | 47.67% |
September 30, 2020 | 47.67% |
August 31, 2020 | 47.67% |
July 31, 2020 | 47.67% |
June 30, 2020 | 36.50% |
May 31, 2020 | 36.50% |
April 30, 2020 | 36.50% |
March 31, 2020 | 36.50% |
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
32.55%
Minimum
May 2019
47.67%
Maximum
Jul 2020
44.40%
Average
47.67%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Duke Energy Corp | 37.37% |
NextEra Energy Inc | 44.99% |
American Electric Power Co Inc | 32.91% |
Entergy Corp | 41.99% |
The AES Corp | 56.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.129 |
Beta (5Y) | 0.48 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.99% |
Historical Sharpe Ratio (5Y) | 0.0085 |
Historical Sortino (5Y) | 0.0091 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.97% |