Empresa Distribuidora y Comercializadora Norte SA (EDN)
31.56
+0.06
(+0.17%)
USD |
NYSE |
Nov 05, 11:30
Empresa Distribuidora y Comercializadora Norte Max Drawdown (5Y): 95.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 95.48% |
September 30, 2024 | 95.48% |
August 31, 2024 | 95.48% |
July 31, 2024 | 95.48% |
June 30, 2024 | 95.48% |
May 31, 2024 | 95.48% |
April 30, 2024 | 95.48% |
March 31, 2024 | 95.48% |
February 29, 2024 | 95.48% |
January 31, 2024 | 95.48% |
December 31, 2023 | 95.48% |
November 30, 2023 | 95.48% |
October 31, 2023 | 95.48% |
September 30, 2023 | 95.48% |
August 31, 2023 | 95.48% |
July 31, 2023 | 95.48% |
June 30, 2023 | 95.48% |
May 31, 2023 | 95.48% |
April 30, 2023 | 95.48% |
March 31, 2023 | 95.48% |
February 28, 2023 | 95.48% |
January 31, 2023 | 95.48% |
December 31, 2022 | 95.48% |
November 30, 2022 | 95.48% |
October 31, 2022 | 95.48% |
Date | Value |
---|---|
September 30, 2022 | 95.48% |
August 31, 2022 | 95.48% |
July 31, 2022 | 95.48% |
June 30, 2022 | 95.48% |
May 31, 2022 | 95.48% |
April 30, 2022 | 95.48% |
March 31, 2022 | 95.48% |
February 28, 2022 | 95.48% |
January 31, 2022 | 95.48% |
December 31, 2021 | 95.48% |
November 30, 2021 | 95.48% |
October 31, 2021 | 95.48% |
September 30, 2021 | 95.48% |
August 31, 2021 | 95.48% |
July 31, 2021 | 95.48% |
June 30, 2021 | 95.48% |
May 31, 2021 | 95.48% |
April 30, 2021 | 95.48% |
March 31, 2021 | 95.48% |
February 28, 2021 | 95.48% |
January 31, 2021 | 95.48% |
December 31, 2020 | 95.48% |
November 30, 2020 | 95.48% |
October 31, 2020 | 95.48% |
September 30, 2020 | 95.48% |
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
93.21%
Minimum
Nov 2019
95.48%
Maximum
Apr 2020
95.32%
Average
95.48%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.80 |
Beta (5Y) | 1.362 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.42% |
Historical Sharpe Ratio (5Y) | 0.5385 |
Historical Sortino (5Y) | 1.402 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.96% |