Xcel Energy Inc (XEL)
53.78
+0.05
(+0.09%)
USD |
NASDAQ |
May 01, 16:00
54.00
+0.22
(+0.41%)
Pre-Market: 08:57
Xcel Energy Max Drawdown (5Y): 34.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.43% |
March 31, 2024 | 34.43% |
February 29, 2024 | 29.24% |
January 31, 2024 | 29.24% |
December 31, 2023 | 29.24% |
November 30, 2023 | 29.24% |
October 31, 2023 | 29.24% |
September 30, 2023 | 29.24% |
August 31, 2023 | 29.24% |
July 31, 2023 | 29.24% |
June 30, 2023 | 29.24% |
May 31, 2023 | 29.24% |
April 30, 2023 | 29.24% |
March 31, 2023 | 29.24% |
February 28, 2023 | 29.24% |
January 31, 2023 | 29.24% |
December 31, 2022 | 29.24% |
November 30, 2022 | 29.24% |
October 31, 2022 | 29.24% |
September 30, 2022 | 29.24% |
August 31, 2022 | 29.24% |
July 31, 2022 | 29.24% |
June 30, 2022 | 29.24% |
May 31, 2022 | 29.24% |
April 30, 2022 | 29.24% |
Date | Value |
---|---|
March 31, 2022 | 29.24% |
February 28, 2022 | 29.24% |
January 31, 2022 | 29.24% |
December 31, 2021 | 29.24% |
November 30, 2021 | 29.24% |
October 31, 2021 | 29.24% |
September 30, 2021 | 29.24% |
August 31, 2021 | 29.24% |
July 31, 2021 | 29.24% |
June 30, 2021 | 29.24% |
May 31, 2021 | 29.24% |
April 30, 2021 | 29.24% |
March 31, 2021 | 29.24% |
February 28, 2021 | 29.24% |
January 31, 2021 | 29.24% |
December 31, 2020 | 29.24% |
November 30, 2020 | 29.24% |
October 31, 2020 | 29.24% |
September 30, 2020 | 29.24% |
August 31, 2020 | 29.24% |
July 31, 2020 | 29.24% |
June 30, 2020 | 29.24% |
May 31, 2020 | 29.24% |
April 30, 2020 | 29.24% |
March 31, 2020 | 29.24% |
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
17.45%
Minimum
May 2019
34.43%
Maximum
Mar 2024
27.45%
Average
29.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PG&E Corp | 94.65% |
NextEra Energy Inc | 44.99% |
Edison International | 43.13% |
Alliant Energy Corp | 33.53% |
NiSource Inc | 30.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.119 |
Beta (5Y) | 0.3583 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.48% |
Historical Sharpe Ratio (5Y) | -0.0056 |
Historical Sortino (5Y) | -0.008 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |