NRG Energy Inc (NRG)
76.10
+2.70
(+3.68%)
USD |
NYSE |
May 08, 15:22
NRG Energy Max Drawdown (5Y): 48.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.76% |
| March 31, 2024 | 48.76% |
| February 29, 2024 | 48.76% |
| January 31, 2024 | 48.76% |
| December 31, 2023 | 48.76% |
| November 30, 2023 | 48.76% |
| October 31, 2023 | 48.76% |
| September 30, 2023 | 48.76% |
| August 31, 2023 | 48.76% |
| July 31, 2023 | 48.76% |
| June 30, 2023 | 48.76% |
| May 31, 2023 | 48.76% |
| April 30, 2023 | 48.76% |
| March 31, 2023 | 48.76% |
| February 28, 2023 | 48.76% |
| January 31, 2023 | 48.76% |
| December 31, 2022 | 48.76% |
| November 30, 2022 | 48.76% |
| October 31, 2022 | 48.76% |
| September 30, 2022 | 48.76% |
| August 31, 2022 | 48.76% |
| July 31, 2022 | 48.76% |
| June 30, 2022 | 48.76% |
| May 31, 2022 | 48.76% |
| April 30, 2022 | 54.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.40% |
| February 28, 2022 | 58.70% |
| January 31, 2022 | 58.70% |
| December 31, 2021 | 58.70% |
| November 30, 2021 | 58.70% |
| October 31, 2021 | 65.33% |
| September 30, 2021 | 68.32% |
| August 31, 2021 | 72.12% |
| July 31, 2021 | 72.12% |
| June 30, 2021 | 72.12% |
| May 31, 2021 | 72.12% |
| April 30, 2021 | 72.12% |
| March 31, 2021 | 72.12% |
| February 28, 2021 | 72.12% |
| January 31, 2021 | 72.12% |
| December 31, 2020 | 72.12% |
| November 30, 2020 | 73.19% |
| October 31, 2020 | 75.22% |
| September 30, 2020 | 75.22% |
| August 31, 2020 | 75.22% |
| July 31, 2020 | 75.22% |
| June 30, 2020 | 75.22% |
| May 31, 2020 | 75.22% |
| April 30, 2020 | 75.22% |
| March 31, 2020 | 75.22% |
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
48.76%
Minimum
May 2022
75.22%
Maximum
May 2019
62.06%
Average
62.01%
Median
Max Drawdown (5Y) Benchmarks
| Duke Energy Corp | 37.37% |
| The AES Corp | 56.58% |
| Southern Co | 38.44% |
| NextEra Energy Inc | 44.99% |
| Entergy Corp | 41.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.277 |
| Beta (5Y) | 1.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.66% |
| Historical Sharpe Ratio (5Y) | 0.3713 |
| Historical Sortino (5Y) | 0.5282 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.51% |