E.ON SE (EONGY)
13.47
+0.18
(+1.38%)
USD |
OTCM |
May 02, 16:00
E.ON Max Drawdown (5Y): 46.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.91% |
| March 31, 2024 | 46.91% |
| February 29, 2024 | 46.91% |
| January 31, 2024 | 46.91% |
| December 31, 2023 | 46.91% |
| November 30, 2023 | 46.91% |
| October 31, 2023 | 46.91% |
| September 30, 2023 | 46.91% |
| August 31, 2023 | 46.91% |
| July 31, 2023 | 46.91% |
| June 30, 2023 | 46.91% |
| May 31, 2023 | 46.91% |
| April 30, 2023 | 46.91% |
| March 31, 2023 | 46.91% |
| February 28, 2023 | 46.91% |
| January 31, 2023 | 46.91% |
| December 31, 2022 | 46.91% |
| November 30, 2022 | 46.91% |
| October 31, 2022 | 46.91% |
| September 30, 2022 | 46.50% |
| August 31, 2022 | 46.50% |
| July 31, 2022 | 46.50% |
| June 30, 2022 | 46.50% |
| May 31, 2022 | 46.50% |
| April 30, 2022 | 53.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 55.72% |
| February 28, 2022 | 61.74% |
| January 31, 2022 | 62.53% |
| December 31, 2021 | 64.46% |
| November 30, 2021 | 64.46% |
| October 31, 2021 | 65.56% |
| September 30, 2021 | 68.47% |
| August 31, 2021 | 68.56% |
| July 31, 2021 | 68.56% |
| June 30, 2021 | 68.56% |
| May 31, 2021 | 68.56% |
| April 30, 2021 | 68.56% |
| March 31, 2021 | 68.56% |
| February 28, 2021 | 68.56% |
| January 31, 2021 | 68.56% |
| December 31, 2020 | 68.56% |
| November 30, 2020 | 68.56% |
| October 31, 2020 | 68.56% |
| September 30, 2020 | 68.56% |
| August 31, 2020 | 68.56% |
| July 31, 2020 | 68.56% |
| June 30, 2020 | 68.98% |
| May 31, 2020 | 68.98% |
| April 30, 2020 | 68.98% |
| March 31, 2020 | 68.98% |
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
46.50%
Minimum
May 2022
68.98%
Maximum
May 2019
59.10%
Average
65.01%
Median
Max Drawdown (5Y) Benchmarks
| RWE AG | 42.67% |
| Uniper SE | 94.25% |
| Encavis AG | -- |
| Engie SA | 48.73% |
| Orsted A/S | 83.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.230 |
| Beta (5Y) | 0.7626 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.15% |
| Historical Sharpe Ratio (5Y) | 0.2582 |
| Historical Sortino (5Y) | 0.3813 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.67% |