EDP SA (EDPFY)
36.85
+0.80
(+2.22%)
USD |
OTCM |
Nov 15, 12:41
EDP Max Drawdown (5Y): 39.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.20% |
| September 30, 2024 | 39.20% |
| August 31, 2024 | 39.20% |
| July 31, 2024 | 39.20% |
| June 30, 2024 | 39.20% |
| May 31, 2024 | 39.20% |
| April 30, 2024 | 39.20% |
| March 31, 2024 | 39.20% |
| February 29, 2024 | 38.17% |
| January 31, 2024 | 38.17% |
| December 31, 2023 | 38.17% |
| November 30, 2023 | 38.17% |
| October 31, 2023 | 38.17% |
| September 30, 2023 | 38.17% |
| August 31, 2023 | 38.17% |
| July 31, 2023 | 38.17% |
| June 30, 2023 | 38.17% |
| May 31, 2023 | 38.17% |
| April 30, 2023 | 38.17% |
| March 31, 2023 | 38.17% |
| February 28, 2023 | 38.17% |
| January 31, 2023 | 38.17% |
| December 31, 2022 | 38.17% |
| November 30, 2022 | 38.17% |
| October 31, 2022 | 38.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.03% |
| August 31, 2022 | 38.03% |
| July 31, 2022 | 38.03% |
| June 30, 2022 | 38.03% |
| May 31, 2022 | 38.03% |
| April 30, 2022 | 38.03% |
| March 31, 2022 | 38.03% |
| February 28, 2022 | 38.03% |
| January 31, 2022 | 38.03% |
| December 31, 2021 | 38.03% |
| November 30, 2021 | 38.03% |
| October 31, 2021 | 38.03% |
| September 30, 2021 | 38.03% |
| August 31, 2021 | 38.03% |
| July 31, 2021 | 38.03% |
| June 30, 2021 | 38.03% |
| May 31, 2021 | 38.03% |
| April 30, 2021 | 38.03% |
| March 31, 2021 | 38.03% |
| February 28, 2021 | 38.03% |
| January 31, 2021 | 38.03% |
| December 31, 2020 | 38.03% |
| November 30, 2020 | 38.03% |
| October 31, 2020 | 38.03% |
| September 30, 2020 | 38.03% |
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
37.29%
Minimum
Nov 2019
39.20%
Maximum
Mar 2024
38.18%
Average
38.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| SSE PLC | 42.77% |
| Smart Powerr Corp | 98.03% |
| Ellomay Capital Ltd | 73.36% |
| Atlantica Sustainable Infrastructure PLC | 58.03% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.684 |
| Beta (5Y) | 0.7568 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.17% |
| Historical Sharpe Ratio (5Y) | 0.0691 |
| Historical Sortino (5Y) | 0.1113 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |