PPL Corp (PPL)
28.00
+0.54
(+1.97%)
USD |
NYSE |
May 01, 16:00
28.00
0.00 (0.00%)
After-Hours: 20:00
PPL Max Drawdown (5Y): 48.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.68% |
March 31, 2024 | 48.68% |
February 29, 2024 | 48.68% |
January 31, 2024 | 48.68% |
December 31, 2023 | 48.68% |
November 30, 2023 | 48.68% |
October 31, 2023 | 48.68% |
September 30, 2023 | 48.68% |
August 31, 2023 | 48.68% |
July 31, 2023 | 48.68% |
June 30, 2023 | 48.68% |
May 31, 2023 | 48.68% |
April 30, 2023 | 48.68% |
March 31, 2023 | 48.68% |
February 28, 2023 | 48.68% |
January 31, 2023 | 48.68% |
December 31, 2022 | 48.68% |
November 30, 2022 | 48.68% |
October 31, 2022 | 48.68% |
September 30, 2022 | 48.68% |
August 31, 2022 | 48.68% |
July 31, 2022 | 48.68% |
June 30, 2022 | 48.68% |
May 31, 2022 | 48.68% |
April 30, 2022 | 48.68% |
Date | Value |
---|---|
March 31, 2022 | 48.68% |
February 28, 2022 | 48.68% |
January 31, 2022 | 48.68% |
December 31, 2021 | 48.68% |
November 30, 2021 | 48.68% |
October 31, 2021 | 48.68% |
September 30, 2021 | 48.68% |
August 31, 2021 | 48.68% |
July 31, 2021 | 48.68% |
June 30, 2021 | 48.68% |
May 31, 2021 | 48.68% |
April 30, 2021 | 48.68% |
March 31, 2021 | 48.68% |
February 28, 2021 | 48.68% |
January 31, 2021 | 48.68% |
December 31, 2020 | 48.68% |
November 30, 2020 | 48.68% |
October 31, 2020 | 48.68% |
September 30, 2020 | 48.68% |
August 31, 2020 | 48.68% |
July 31, 2020 | 48.68% |
June 30, 2020 | 48.68% |
May 31, 2020 | 48.68% |
April 30, 2020 | 48.68% |
March 31, 2020 | 48.68% |
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
33.86%
Minimum
May 2019
48.68%
Maximum
Mar 2020
46.21%
Average
48.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Southern Co | 38.44% |
Xcel Energy Inc | 34.43% |
Entergy Corp | 41.99% |
Alliant Energy Corp | 33.53% |
Evergy Inc | 38.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.994 |
Beta (5Y) | 0.8129 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.82% |
Historical Sharpe Ratio (5Y) | 0.0026 |
Historical Sortino (5Y) | 0.0031 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.69% |