EDP - Energias de Portugal SA (EDPFY)
41.97
-0.30
(-0.72%)
USD |
OTCM |
May 17, 16:00
EDP - Energias de Portugal Max Drawdown (5Y): 39.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.20% |
| March 31, 2024 | 39.20% |
| February 29, 2024 | 38.17% |
| January 31, 2024 | 38.17% |
| December 31, 2023 | 38.17% |
| November 30, 2023 | 38.17% |
| October 31, 2023 | 38.17% |
| September 30, 2023 | 38.17% |
| August 31, 2023 | 38.17% |
| July 31, 2023 | 38.17% |
| June 30, 2023 | 38.17% |
| May 31, 2023 | 38.17% |
| April 30, 2023 | 38.17% |
| March 31, 2023 | 38.17% |
| February 28, 2023 | 38.17% |
| January 31, 2023 | 38.17% |
| December 31, 2022 | 38.17% |
| November 30, 2022 | 38.17% |
| October 31, 2022 | 38.17% |
| September 30, 2022 | 38.03% |
| August 31, 2022 | 38.03% |
| July 31, 2022 | 38.03% |
| June 30, 2022 | 38.03% |
| May 31, 2022 | 38.03% |
| April 30, 2022 | 38.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.03% |
| February 28, 2022 | 38.03% |
| January 31, 2022 | 38.03% |
| December 31, 2021 | 38.03% |
| November 30, 2021 | 38.03% |
| October 31, 2021 | 38.03% |
| September 30, 2021 | 38.03% |
| August 31, 2021 | 38.03% |
| July 31, 2021 | 38.03% |
| June 30, 2021 | 38.03% |
| May 31, 2021 | 38.03% |
| April 30, 2021 | 38.03% |
| March 31, 2021 | 38.03% |
| February 28, 2021 | 38.03% |
| January 31, 2021 | 38.03% |
| December 31, 2020 | 38.03% |
| November 30, 2020 | 38.03% |
| October 31, 2020 | 38.03% |
| September 30, 2020 | 38.03% |
| August 31, 2020 | 38.03% |
| July 31, 2020 | 38.03% |
| June 30, 2020 | 38.03% |
| May 31, 2020 | 38.03% |
| April 30, 2020 | 38.03% |
| March 31, 2020 | 38.03% |
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
37.45%
Minimum
May 2019
39.20%
Maximum
Mar 2024
38.01%
Average
38.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Enel SpA | 61.04% |
| National Grid PLC | 39.19% |
| E.ON SE | 46.91% |
| Engie SA | 48.73% |
| EDP Renovaveis SA | 56.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.838 |
| Beta (5Y) | 0.6812 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.85% |
| Historical Sharpe Ratio (5Y) | 0.0954 |
| Historical Sortino (5Y) | 0.1453 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.76% |