Central Puerto SA (CEPU)

13.85 +0.15 (+1.09%) USD  |  NYSE  |  Nov 21, 16:00
13.86 +0.01 (+0.07%) Pre-Market: 20:00
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Central Puerto Max Drawdown (5Y)

Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value

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.

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Max Drawdown (5Y) Range, Past 5 Years

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Maximum
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Average
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Median

Max Drawdown (5Y) Benchmarks

Empresa Distribuidora y Comercializadora Norte SA 95.48%
Pampa Energia SA 87.41%
Enel Generacion Costanera SA --
Compania de Transporte de Energia Electrica en Alta Tension Transener SA --
Ellomay Capital Ltd 73.36%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.32
Beta (5Y) 1.286
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.65%
Historical Sharpe Ratio (5Y) 0.5986
Historical Sortino (5Y) 1.184
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.11%