E.ON SE (ENAKF)
13.01
-0.54
(-3.96%)
USD |
OTCM |
May 02, 16:00
E.ON Max Drawdown (5Y): 43.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.17% |
| March 31, 2024 | 43.17% |
| February 29, 2024 | 43.17% |
| January 31, 2024 | 43.17% |
| December 31, 2023 | 43.17% |
| November 30, 2023 | 43.17% |
| October 31, 2023 | 43.17% |
| September 30, 2023 | 43.17% |
| August 31, 2023 | 43.17% |
| July 31, 2023 | 43.17% |
| June 30, 2023 | 43.17% |
| May 31, 2023 | 43.17% |
| April 30, 2023 | 43.17% |
| March 31, 2023 | 43.17% |
| February 28, 2023 | 43.17% |
| January 31, 2023 | 43.17% |
| December 31, 2022 | 43.17% |
| November 30, 2022 | 43.17% |
| October 31, 2022 | 43.17% |
| September 30, 2022 | 39.93% |
| August 31, 2022 | 39.93% |
| July 31, 2022 | 39.93% |
| June 30, 2022 | 39.17% |
| May 31, 2022 | 41.56% |
| April 30, 2022 | 46.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 51.42% |
| February 28, 2022 | 56.54% |
| January 31, 2022 | 56.54% |
| December 31, 2021 | 59.17% |
| November 30, 2021 | 59.17% |
| October 31, 2021 | 61.13% |
| September 30, 2021 | 63.76% |
| August 31, 2021 | 64.10% |
| July 31, 2021 | 64.10% |
| June 30, 2021 | 64.10% |
| May 31, 2021 | 64.10% |
| April 30, 2021 | 64.10% |
| March 31, 2021 | 64.10% |
| February 28, 2021 | 64.10% |
| January 31, 2021 | 64.10% |
| December 31, 2020 | 64.10% |
| November 30, 2020 | 64.10% |
| October 31, 2020 | 64.10% |
| September 30, 2020 | 64.86% |
| August 31, 2020 | 64.86% |
| July 31, 2020 | 64.86% |
| June 30, 2020 | 67.59% |
| May 31, 2020 | 67.59% |
| April 30, 2020 | 67.59% |
| March 31, 2020 | 67.59% |
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
39.17%
Minimum
Jun 2022
67.59%
Maximum
May 2019
55.36%
Average
60.15%
Median
Max Drawdown (5Y) Benchmarks
| RWE AG | 42.67% |
| Uniper SE | 94.25% |
| Encavis AG | -- |
| Ellomay Capital Ltd | 73.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8842 |
| Beta (5Y) | 0.5967 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.54% |
| Historical Sharpe Ratio (5Y) | 0.2639 |
| Historical Sortino (5Y) | 0.4068 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.18% |