Eni SpA (E)
30.57
+0.19
(+0.63%)
USD |
NYSE |
Nov 05, 10:29
Eni Max Drawdown (5Y): 61.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.64% |
| September 30, 2024 | 61.64% |
| August 31, 2024 | 61.64% |
| July 31, 2024 | 61.64% |
| June 30, 2024 | 61.64% |
| May 31, 2024 | 61.64% |
| April 30, 2024 | 61.64% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
61.64%
Maximum
Mar 2020
60.90%
Average
61.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Core Laboratories Inc | 93.49% |
| Equinor ASA | 66.76% |
| Shell PLC | 67.23% |
| VAALCO Energy Inc | 78.20% |
| Chevron Corp | 55.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.122 |
| Beta (5Y) | 0.9506 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.04% |
| Historical Sharpe Ratio (5Y) | 0.1184 |
| Historical Sortino (5Y) | 0.1594 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.11% |