Uniper SE (UNPRF)
54.24
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Uniper Max Drawdown (5Y): 94.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.25% |
| March 31, 2024 | 94.25% |
| February 29, 2024 | 94.25% |
| January 31, 2024 | 94.25% |
| December 31, 2023 | 94.25% |
| November 30, 2023 | 94.25% |
| October 31, 2023 | 94.25% |
| September 30, 2023 | 94.25% |
| August 31, 2023 | 94.25% |
| July 31, 2023 | 94.25% |
| June 30, 2023 | 94.25% |
| May 31, 2023 | 94.25% |
| April 30, 2023 | 94.25% |
| March 31, 2023 | 94.25% |
| February 28, 2023 | 94.25% |
| January 31, 2023 | 94.25% |
| December 31, 2022 | 94.25% |
| November 30, 2022 | 92.58% |
| October 31, 2022 | 92.58% |
| September 30, 2022 | 92.40% |
| August 31, 2022 | 86.83% |
| July 31, 2022 | 85.20% |
| June 30, 2022 | 64.11% |
| May 31, 2022 | 52.23% |
| April 30, 2022 | 52.23% |
| Date | Value |
|---|---|
| March 31, 2022 | 52.23% |
| February 28, 2022 | 24.35% |
| January 31, 2022 | 24.35% |
| December 31, 2021 | 24.35% |
| November 30, 2021 | 24.35% |
| October 31, 2021 | 24.35% |
| September 30, 2021 | 24.35% |
| August 31, 2021 | 24.35% |
| July 31, 2021 | 24.35% |
| June 30, 2021 | 24.35% |
| May 31, 2021 | 24.35% |
| April 30, 2021 | 24.35% |
| March 31, 2021 | 24.35% |
| February 28, 2021 | 24.35% |
| January 31, 2021 | 24.35% |
| December 31, 2020 | 24.35% |
| November 30, 2020 | 24.35% |
| October 31, 2020 | 24.35% |
| September 30, 2020 | 24.35% |
| August 31, 2020 | 24.35% |
| July 31, 2020 | 24.35% |
| June 30, 2020 | 24.35% |
| May 31, 2020 | 24.35% |
| April 30, 2020 | 24.35% |
| March 31, 2020 | 22.06% |
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
21.85%
Minimum
May 2019
94.25%
Maximum
Dec 2022
51.22%
Average
24.35%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| E.ON SE | 46.91% |
| RWE AG | 42.67% |
| Encavis AG | -- |
| Smart Powerr Corp | 98.46% |
| Ellomay Capital Ltd | 73.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.05 |
| Beta (5Y) | 4.905 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 869.6% |
| Historical Sharpe Ratio (5Y) | 0.049 |
| Historical Sortino (5Y) | 0.7969 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.31% |