Empresa Distribuidora y Comercializadora Norte SA (EDN)
20.20
+0.15
(+0.75%)
USD |
NYSE |
May 10, 15:07
Empresa Distribuidora y Comercializadora Norte Max Drawdown (5Y): 95.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 95.48% |
July 31, 2020 | 95.48% |
June 30, 2020 | 95.48% |
May 31, 2020 | 95.48% |
April 30, 2020 | 95.48% |
March 31, 2020 | 95.27% |
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
73.08%
Minimum
May 2019
95.48%
Maximum
Apr 2020
94.01%
Average
95.48%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Central Puerto SA | 89.02% |
Pampa Energia SA | 87.41% |
Enel Generacion Costanera SA | -- |
Fusion Fuel Green PLC | -- |
Montauk Renewables Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.31 |
Beta (5Y) | 1.460 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.26% |
Historical Sharpe Ratio (5Y) | -0.0265 |
Historical Sortino (5Y) | -0.045 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |