EDP Renewables SA (EDRVF)
15.69
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Aug 24, 16:00
EDP Renewables Max Drawdown (5Y) : 72.08% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 72.08% |
| June 30, 2026 | 72.08% |
| May 31, 2026 | 72.08% |
| April 30, 2026 | 72.08% |
| March 31, 2026 | 72.08% |
| February 28, 2026 | 72.08% |
| January 31, 2026 | 72.08% |
| December 31, 2025 | 72.08% |
| November 30, 2025 | 72.08% |
| October 31, 2025 | 72.08% |
| September 30, 2025 | 72.08% |
| August 31, 2025 | 72.08% |
| July 31, 2025 | 72.08% |
| June 30, 2025 | 72.08% |
| May 31, 2025 | 72.08% |
| April 30, 2025 | 72.08% |
| March 31, 2025 | 69.38% |
| February 28, 2025 | 68.84% |
| January 31, 2025 | 67.54% |
| December 31, 2024 | 65.27% |
| November 30, 2024 | 59.59% |
| October 31, 2024 | 55.52% |
| September 30, 2024 | 55.52% |
| August 31, 2024 | 55.52% |
| July 31, 2024 | 55.52% |
| Date | Value |
|---|---|
| June 30, 2024 | 55.52% |
| May 31, 2024 | 55.52% |
| April 30, 2024 | 55.52% |
| March 31, 2024 | 53.25% |
| February 29, 2024 | 53.03% |
| January 31, 2024 | 49.71% |
| December 31, 2023 | 49.71% |
| November 30, 2023 | 49.71% |
| October 31, 2023 | 49.71% |
| September 30, 2023 | 44.04% |
| August 31, 2023 | 38.54% |
| July 31, 2023 | 37.72% |
| June 30, 2023 | 37.72% |
| May 31, 2023 | 37.72% |
| April 30, 2023 | 37.72% |
| March 31, 2023 | 37.72% |
| February 28, 2023 | 47.95% |
| January 31, 2023 | 49.07% |
| December 31, 2022 | 53.60% |
| November 30, 2022 | 54.07% |
| October 31, 2022 | 54.07% |
| September 30, 2022 | 54.07% |
| August 31, 2022 | 54.07% |
| July 31, 2022 | 54.31% |
| June 30, 2022 | 54.42% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Solaria Energía y Medio Ambiente SA | 77.16% |
| Corporación Acciona Energias Renovables SA | -- |
| Endesa SA | 50.38% |
| Kenon Holdings Ltd. | 66.48% |
| Green Rain Energy Holdings, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.99 |
| Beta (5Y) | 1.119 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.51% |
| Historical Sharpe Ratio (5Y) | -0.2653 |
| Historical Sortino (5Y) | -0.4506 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.49% |