SolarEdge Technologies Inc (SEDG)
58.74
-1.32
(-2.21%)
USD |
NASDAQ |
May 07, 16:00
58.99
+0.24
(+0.42%)
After-Hours: 20:00
SolarEdge Technologies Max Drawdown (5Y): 85.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.20% |
| March 31, 2024 | 83.29% |
| February 29, 2024 | 82.20% |
| January 31, 2024 | 81.95% |
| December 31, 2023 | 80.91% |
| November 30, 2023 | 80.91% |
| October 31, 2023 | 79.63% |
| September 30, 2023 | 65.45% |
| August 31, 2023 | 57.39% |
| July 31, 2023 | 51.26% |
| June 30, 2023 | 51.26% |
| May 31, 2023 | 51.26% |
| April 30, 2023 | 51.26% |
| March 31, 2023 | 51.26% |
| February 28, 2023 | 51.26% |
| January 31, 2023 | 51.26% |
| December 31, 2022 | 51.26% |
| November 30, 2022 | 51.26% |
| October 31, 2022 | 51.26% |
| September 30, 2022 | 51.26% |
| August 31, 2022 | 51.26% |
| July 31, 2022 | 51.26% |
| June 30, 2022 | 51.26% |
| May 31, 2022 | 51.26% |
| April 30, 2022 | 54.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.64% |
| February 28, 2022 | 62.80% |
| January 31, 2022 | 64.22% |
| December 31, 2021 | 67.54% |
| November 30, 2021 | 70.85% |
| October 31, 2021 | 70.85% |
| September 30, 2021 | 70.97% |
| August 31, 2021 | 70.97% |
| July 31, 2021 | 70.97% |
| June 30, 2021 | 70.97% |
| May 31, 2021 | 70.97% |
| April 30, 2021 | 70.97% |
| March 31, 2021 | 70.97% |
| February 28, 2021 | 70.97% |
| January 31, 2021 | 70.97% |
| December 31, 2020 | 70.97% |
| November 30, 2020 | 70.97% |
| October 31, 2020 | 70.97% |
| September 30, 2020 | 70.97% |
| August 31, 2020 | 70.97% |
| July 31, 2020 | 70.97% |
| June 30, 2020 | 70.97% |
| May 31, 2020 | 70.97% |
| April 30, 2020 | 70.97% |
| March 31, 2020 | 70.97% |
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
51.26%
Minimum
May 2022
85.20%
Maximum
Apr 2024
66.19%
Average
70.97%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| First Solar Inc | 61.26% |
| SunPower Corp | 96.52% |
| Enphase Energy Inc | 77.51% |
| Canadian Solar Inc | 77.54% |
| Array Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.29 |
| Beta (5Y) | 1.527 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.13% |
| Historical Sharpe Ratio (5Y) | 0.0547 |
| Historical Sortino (5Y) | 0.0976 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.08% |