Redeia Corporacion SA (RDEIF)
16.99
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Redeia Corporacion Max Drawdown (5Y): 37.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.20% |
March 31, 2024 | 37.20% |
February 29, 2024 | 37.20% |
January 31, 2024 | 37.20% |
December 31, 2023 | 37.20% |
November 30, 2023 | 37.20% |
October 31, 2023 | 37.20% |
September 30, 2023 | 37.20% |
August 31, 2023 | 37.20% |
July 31, 2023 | 37.20% |
June 30, 2023 | 37.20% |
May 31, 2023 | 37.20% |
April 30, 2023 | 37.20% |
March 31, 2023 | 37.20% |
February 28, 2023 | 37.20% |
January 31, 2023 | 37.20% |
December 31, 2022 | 37.20% |
November 30, 2022 | 37.20% |
October 31, 2022 | 37.20% |
September 30, 2022 | 36.67% |
August 31, 2022 | 36.67% |
July 31, 2022 | 36.67% |
June 30, 2022 | 36.67% |
May 31, 2022 | 36.67% |
April 30, 2022 | 36.67% |
Date | Value |
---|---|
March 31, 2022 | 36.67% |
February 28, 2022 | 36.67% |
January 31, 2022 | 36.67% |
December 31, 2021 | 36.67% |
November 30, 2021 | 36.67% |
October 31, 2021 | 36.67% |
September 30, 2021 | 36.67% |
August 31, 2021 | 36.67% |
July 31, 2021 | 36.67% |
June 30, 2021 | 36.67% |
May 31, 2021 | 36.67% |
April 30, 2021 | 36.67% |
March 31, 2021 | 36.67% |
February 28, 2021 | 36.67% |
January 31, 2021 | 36.67% |
December 31, 2020 | 36.67% |
November 30, 2020 | 36.67% |
October 31, 2020 | 36.67% |
September 30, 2020 | 36.67% |
August 31, 2020 | 36.67% |
July 31, 2020 | 36.67% |
June 30, 2020 | 36.67% |
May 31, 2020 | 36.67% |
April 30, 2020 | 36.67% |
March 31, 2020 | 36.67% |
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
24.13%
Minimum
May 2019
37.20%
Maximum
Oct 2022
34.75%
Average
36.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Iberdrola SA | 37.13% |
Endesa SA | 50.38% |
EDP Renovaveis SA | 56.68% |
Solaria Energia y Medio Ambiente SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.057 |
Beta (5Y) | 0.3538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.03% |
Historical Sharpe Ratio (5Y) | -0.053 |
Historical Sortino (5Y) | -0.0716 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.24% |