Alliant Energy Corp (LNT)
48.85
+0.43
(+0.89%)
USD |
NASDAQ |
Apr 18, 16:00
48.85
0.00 (0.00%)
After-Hours: 19:48
Alliant Energy Max Drawdown (5Y): 33.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.53% |
February 29, 2024 | 33.53% |
January 31, 2024 | 33.53% |
December 31, 2023 | 33.53% |
November 30, 2023 | 33.53% |
October 31, 2023 | 33.53% |
September 30, 2023 | 33.53% |
August 31, 2023 | 33.53% |
July 31, 2023 | 33.53% |
June 30, 2023 | 33.53% |
May 31, 2023 | 33.53% |
April 30, 2023 | 33.53% |
March 31, 2023 | 33.53% |
February 28, 2023 | 33.53% |
January 31, 2023 | 33.53% |
December 31, 2022 | 33.53% |
November 30, 2022 | 33.53% |
October 31, 2022 | 33.53% |
September 30, 2022 | 33.53% |
August 31, 2022 | 33.53% |
July 31, 2022 | 33.53% |
June 30, 2022 | 33.53% |
May 31, 2022 | 33.53% |
April 30, 2022 | 33.53% |
March 31, 2022 | 33.53% |
Date | Value |
---|---|
February 28, 2022 | 33.53% |
January 31, 2022 | 33.53% |
December 31, 2021 | 33.53% |
November 30, 2021 | 33.53% |
October 31, 2021 | 33.53% |
September 30, 2021 | 33.53% |
August 31, 2021 | 33.53% |
July 31, 2021 | 33.53% |
June 30, 2021 | 33.53% |
May 31, 2021 | 33.53% |
April 30, 2021 | 33.53% |
March 31, 2021 | 33.53% |
February 28, 2021 | 33.53% |
January 31, 2021 | 33.53% |
December 31, 2020 | 33.53% |
November 30, 2020 | 33.53% |
October 31, 2020 | 33.53% |
September 30, 2020 | 33.53% |
August 31, 2020 | 33.53% |
July 31, 2020 | 33.53% |
June 30, 2020 | 33.53% |
May 31, 2020 | 33.53% |
April 30, 2020 | 33.53% |
March 31, 2020 | 33.53% |
February 29, 2020 | 21.03% |
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
21.03%
Minimum
Apr 2019
33.53%
Maximum
Mar 2020
31.24%
Average
33.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Xcel Energy Inc | 34.43% |
NiSource Inc | 30.95% |
PPL Corp | 48.68% |
ALLETE Inc | 42.20% |
Evergy Inc | 38.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.692 |
Beta (5Y) | 0.5497 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.64% |
Historical Sharpe Ratio (5Y) | 0.1148 |
Historical Sortino (5Y) | 0.1553 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.73% |