Vistra Energy Maximum Drawdown
| VST Stock | | | USD 164.35 7.50 4.78% |
Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough. Below is Vistra Energy's current Maximum Drawdown with peer comparisons and related risk metrics.
Current Maximum Drawdown Value
The Maximum Drawdown of 17.78 for Vistra Energy indicates a moderate peak-to-trough loss. This places Vistra Energy's drawdown exposure within the typical range for Stock.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 17.78 | |
| MAX | = | Maximum notation for the range of returns on Vistra Energy |
Maximum Drawdown Peers Comparison
Among sector peers, Vistra Energy's Maximum Drawdown of 17.78 is above the 7.68 group average. The range runs from 4.78 (Duke Energy) to 16.19 (NRG Energy). Vistra Energy's deeper drawdown relative to peers indicates greater historical downside exposure.
Maximum Drawdown Relative To Other Indicators
The chart below plots Maximum Drawdown against Maximum Drawdown for Vistra Energy and its peers. Each point represents one equity — position along the horizontal axis shows Maximum Drawdown while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Comparing Maximum Drawdown (
17.78 ) to Maximum Drawdown (
17.78 ) for Vistra Energy yields a
1.00 multiple. The two measures are closely aligned in magnitude for Vistra Energy.
Methodology, Assumptions & Data Sources
The current Maximum Drawdown for Vistra Energy is 17.78. The Maximum Drawdown for Vistra Energy is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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