Atlantica Sustainable Infrastructure PLC (AY)
21.41
-0.01
(-0.05%)
USD |
NASDAQ |
May 03, 16:00
21.39
-0.02
(-0.09%)
After-Hours: 20:00
Atlantica Sustainable Infrastructure Max Drawdown (5Y): 58.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.03% |
| March 31, 2024 | 58.03% |
| February 29, 2024 | 58.03% |
| January 31, 2024 | 58.03% |
| December 31, 2023 | 58.03% |
| November 30, 2023 | 58.03% |
| October 31, 2023 | 58.03% |
| September 30, 2023 | 53.00% |
| August 31, 2023 | 46.35% |
| July 31, 2023 | 45.98% |
| June 30, 2023 | 45.98% |
| May 31, 2023 | 45.98% |
| April 30, 2023 | 45.98% |
| March 31, 2023 | 45.98% |
| February 28, 2023 | 45.98% |
| January 31, 2023 | 45.98% |
| December 31, 2022 | 45.98% |
| November 30, 2022 | 45.98% |
| October 31, 2022 | 45.98% |
| September 30, 2022 | 45.98% |
| August 31, 2022 | 45.98% |
| July 31, 2022 | 45.98% |
| June 30, 2022 | 45.98% |
| May 31, 2022 | 45.98% |
| April 30, 2022 | 45.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.98% |
| February 28, 2022 | 46.30% |
| January 31, 2022 | 46.30% |
| December 31, 2021 | 46.30% |
| November 30, 2021 | 46.30% |
| October 31, 2021 | 46.87% |
| September 30, 2021 | 52.65% |
| August 31, 2021 | 54.46% |
| July 31, 2021 | 54.46% |
| June 30, 2021 | 54.46% |
| May 31, 2021 | 54.46% |
| April 30, 2021 | 54.46% |
| March 31, 2021 | 56.69% |
| February 28, 2021 | 57.12% |
| January 31, 2021 | 57.12% |
| December 31, 2020 | 57.43% |
| November 30, 2020 | 63.64% |
| October 31, 2020 | 63.64% |
| September 30, 2020 | 63.64% |
| August 31, 2020 | 63.64% |
| July 31, 2020 | 63.64% |
| June 30, 2020 | 63.64% |
| May 31, 2020 | 63.64% |
| April 30, 2020 | 63.64% |
| March 31, 2020 | 63.64% |
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
45.98%
Minimum
Mar 2022
63.64%
Maximum
May 2019
54.70%
Average
55.58%
Median
Max Drawdown (5Y) Benchmarks
| National Grid PLC | 39.19% |
| Centrica PLC | 88.14% |
| Drax Group PLC | -- |
| SIMEC Atlantis Energy Ltd | -- |
| ReNew Energy Global PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.049 |
| Beta (5Y) | 0.9366 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.29% |
| Historical Sharpe Ratio (5Y) | 0.1018 |
| Historical Sortino (5Y) | 0.1436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.63% |