Eni SpA (E)
32.13
-0.39
(-1.20%)
USD |
NYSE |
Apr 18, 16:00
32.12
-0.01
(-0.03%)
Pre-Market: 20:00
Eni Max Drawdown (5Y): 61.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.64% |
| February 29, 2024 | 61.64% |
| January 31, 2024 | 61.64% |
| December 31, 2023 | 61.64% |
| November 30, 2023 | 61.64% |
| October 31, 2023 | 61.64% |
| September 30, 2023 | 61.64% |
| August 31, 2023 | 61.64% |
| July 31, 2023 | 61.64% |
| June 30, 2023 | 61.64% |
| May 31, 2023 | 61.64% |
| April 30, 2023 | 61.64% |
| March 31, 2023 | 61.64% |
| February 28, 2023 | 61.64% |
| January 31, 2023 | 61.64% |
| December 31, 2022 | 61.64% |
| November 30, 2022 | 61.64% |
| October 31, 2022 | 61.64% |
| September 30, 2022 | 61.64% |
| August 31, 2022 | 61.64% |
| July 31, 2022 | 61.64% |
| June 30, 2022 | 61.64% |
| May 31, 2022 | 61.64% |
| April 30, 2022 | 61.64% |
| March 31, 2022 | 61.64% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.64% |
| January 31, 2022 | 61.64% |
| December 31, 2021 | 61.64% |
| November 30, 2021 | 61.64% |
| October 31, 2021 | 61.64% |
| September 30, 2021 | 61.64% |
| August 31, 2021 | 61.64% |
| July 31, 2021 | 61.64% |
| June 30, 2021 | 61.64% |
| May 31, 2021 | 61.64% |
| April 30, 2021 | 61.64% |
| March 31, 2021 | 61.64% |
| February 28, 2021 | 61.64% |
| January 31, 2021 | 61.64% |
| December 31, 2020 | 61.64% |
| November 30, 2020 | 61.64% |
| October 31, 2020 | 61.64% |
| September 30, 2020 | 61.64% |
| August 31, 2020 | 61.64% |
| July 31, 2020 | 61.64% |
| June 30, 2020 | 61.64% |
| May 31, 2020 | 61.64% |
| April 30, 2020 | 61.64% |
| March 31, 2020 | 61.64% |
| February 29, 2020 | 50.59% |
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
50.59%
Minimum
Apr 2019
61.64%
Maximum
Mar 2020
59.61%
Average
61.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BP PLC | 63.90% |
| TotalEnergies SE | 59.57% |
| Shell PLC | 67.23% |
| Equinor ASA | 66.76% |
| Exxon Mobil Corp | 61.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.41 |
| Beta (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.24% |
| Historical Sharpe Ratio (5Y) | 0.0775 |
| Historical Sortino (5Y) | 0.1046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.11% |