Emeren Group Ltd (SOL)
1.95
+0.06
(+3.17%)
USD |
NYSE |
Apr 29, 16:00
1.90
-0.05
(-2.56%)
Pre-Market: 08:22
Emeren Group Max Drawdown (5Y): 95.35% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 95.35% |
February 29, 2024 | 95.35% |
January 31, 2024 | 94.90% |
December 31, 2023 | 93.35% |
November 30, 2023 | 93.35% |
October 31, 2023 | 94.17% |
September 30, 2023 | 94.59% |
August 31, 2023 | 94.59% |
July 31, 2023 | 94.59% |
June 30, 2023 | 94.59% |
May 31, 2023 | 94.59% |
April 30, 2023 | 94.59% |
March 31, 2023 | 94.59% |
February 28, 2023 | 94.59% |
January 31, 2023 | 94.59% |
December 31, 2022 | 94.59% |
November 30, 2022 | 94.59% |
October 31, 2022 | 94.59% |
September 30, 2022 | 94.59% |
August 31, 2022 | 94.59% |
July 31, 2022 | 94.59% |
June 30, 2022 | 94.59% |
May 31, 2022 | 94.59% |
April 30, 2022 | 94.59% |
March 31, 2022 | 94.59% |
Date | Value |
---|---|
February 28, 2022 | 94.59% |
January 31, 2022 | 94.59% |
December 31, 2021 | 94.59% |
November 30, 2021 | 94.59% |
October 31, 2021 | 94.59% |
September 30, 2021 | 94.59% |
August 31, 2021 | 94.59% |
July 31, 2021 | 94.59% |
June 30, 2021 | 94.59% |
May 31, 2021 | 94.59% |
April 30, 2021 | 94.59% |
March 31, 2021 | 94.59% |
February 28, 2021 | 94.59% |
January 31, 2021 | 94.59% |
December 31, 2020 | 94.59% |
November 30, 2020 | 94.59% |
October 31, 2020 | 94.59% |
September 30, 2020 | 94.59% |
August 31, 2020 | 94.59% |
July 31, 2020 | 94.59% |
June 30, 2020 | 94.59% |
May 31, 2020 | 94.59% |
April 30, 2020 | 94.59% |
March 31, 2020 | 94.59% |
February 29, 2020 | 94.59% |
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
93.35%
Minimum
Nov 2023
95.35%
Maximum
Feb 2024
94.57%
Average
94.59%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Semtech Corp | 85.40% |
Vuzix Corp | 96.04% |
WidePoint Corp | 88.89% |
Exela Technologies Inc | 100.00% |
Ncino Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.50 |
Beta (5Y) | 1.776 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.8% |
Historical Sharpe Ratio (5Y) | 0.0054 |
Historical Sortino (5Y) | 0.0193 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.61% |