Southern Co (SO)
73.19
-1.18
(-1.59%)
USD |
NYSE |
Apr 26, 16:00
73.51
+0.32
(+0.44%)
After-Hours: 20:00
Southern Max Drawdown (5Y): 38.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 38.44% |
February 29, 2024 | 38.44% |
January 31, 2024 | 38.44% |
December 31, 2023 | 38.44% |
November 30, 2023 | 38.44% |
October 31, 2023 | 38.44% |
September 30, 2023 | 38.44% |
August 31, 2023 | 38.44% |
July 31, 2023 | 38.44% |
June 30, 2023 | 38.44% |
May 31, 2023 | 38.44% |
April 30, 2023 | 38.44% |
March 31, 2023 | 38.44% |
February 28, 2023 | 38.44% |
January 31, 2023 | 38.44% |
December 31, 2022 | 38.44% |
November 30, 2022 | 38.44% |
October 31, 2022 | 38.44% |
September 30, 2022 | 38.44% |
August 31, 2022 | 38.44% |
July 31, 2022 | 38.44% |
June 30, 2022 | 38.44% |
May 31, 2022 | 38.44% |
April 30, 2022 | 38.44% |
March 31, 2022 | 38.44% |
Date | Value |
---|---|
February 28, 2022 | 38.44% |
January 31, 2022 | 38.44% |
December 31, 2021 | 38.44% |
November 30, 2021 | 38.44% |
October 31, 2021 | 38.44% |
September 30, 2021 | 38.44% |
August 31, 2021 | 38.44% |
July 31, 2021 | 38.44% |
June 30, 2021 | 38.44% |
May 31, 2021 | 38.44% |
April 30, 2021 | 38.44% |
March 31, 2021 | 38.44% |
February 28, 2021 | 38.44% |
January 31, 2021 | 38.44% |
December 31, 2020 | 38.44% |
November 30, 2020 | 38.44% |
October 31, 2020 | 38.44% |
September 30, 2020 | 38.44% |
August 31, 2020 | 38.44% |
July 31, 2020 | 38.44% |
June 30, 2020 | 38.44% |
May 31, 2020 | 38.44% |
April 30, 2020 | 38.44% |
March 31, 2020 | 38.44% |
February 29, 2020 | 19.29% |
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
19.29%
Minimum
Apr 2019
38.44%
Maximum
Mar 2020
34.93%
Average
38.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Duke Energy Corp | 37.37% |
NextEra Energy Inc | 44.99% |
The AES Corp | 56.58% |
Entergy Corp | 41.99% |
NRG Energy Inc | 48.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.826 |
Beta (5Y) | 0.4925 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.89% |
Historical Sharpe Ratio (5Y) | 0.4229 |
Historical Sortino (5Y) | 0.5363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.37% |