Enel SpA (ESOCF)
6.35
-0.38
(-5.72%)
USD |
OTCM |
May 01, 13:42
Enel Max Drawdown (5Y): 61.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 61.84% |
| March 31, 2024 | 61.84% |
| February 29, 2024 | 61.84% |
| January 31, 2024 | 61.84% |
| December 31, 2023 | 61.84% |
| November 30, 2023 | 61.84% |
| October 31, 2023 | 61.84% |
| September 30, 2023 | 61.84% |
| August 31, 2023 | 61.84% |
| July 31, 2023 | 61.84% |
| June 30, 2023 | 61.84% |
| May 31, 2023 | 61.84% |
| April 30, 2023 | 61.84% |
| March 31, 2023 | 61.84% |
| February 28, 2023 | 61.84% |
| January 31, 2023 | 61.84% |
| December 31, 2022 | 61.84% |
| November 30, 2022 | 61.84% |
| October 31, 2022 | 61.84% |
| September 30, 2022 | 58.87% |
| August 31, 2022 | 53.67% |
| July 31, 2022 | 53.67% |
| June 30, 2022 | 46.99% |
| May 31, 2022 | 41.95% |
| April 30, 2022 | 41.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.69% |
| February 28, 2022 | 37.67% |
| January 31, 2022 | 37.67% |
| December 31, 2021 | 37.67% |
| November 30, 2021 | 37.67% |
| October 31, 2021 | 37.67% |
| September 30, 2021 | 37.67% |
| August 31, 2021 | 37.67% |
| July 31, 2021 | 37.67% |
| June 30, 2021 | 37.67% |
| May 31, 2021 | 37.67% |
| April 30, 2021 | 37.67% |
| March 31, 2021 | 37.67% |
| February 28, 2021 | 37.67% |
| January 31, 2021 | 37.67% |
| December 31, 2020 | 37.67% |
| November 30, 2020 | 37.67% |
| October 31, 2020 | 37.67% |
| September 30, 2020 | 37.67% |
| August 31, 2020 | 37.67% |
| July 31, 2020 | 37.67% |
| June 30, 2020 | 37.67% |
| May 31, 2020 | 37.67% |
| April 30, 2020 | 37.67% |
| March 31, 2020 | 37.67% |
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
35.61%
Minimum
May 2019
61.84%
Maximum
Oct 2022
46.23%
Average
37.67%
Median
Mar 2020
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.425 |
| Beta (5Y) | 0.9588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.40% |
| Historical Sharpe Ratio (5Y) | 0.1624 |
| Historical Sortino (5Y) | 0.2646 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.36% |