EDP Renovaveis SA (EDRVF)
13.22
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
EDP Renovaveis Max Drawdown (5Y): 56.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 56.67% |
| March 31, 2024 | 54.46% |
| February 29, 2024 | 54.24% |
| January 31, 2024 | 51.02% |
| December 31, 2023 | 51.02% |
| November 30, 2023 | 51.02% |
| October 31, 2023 | 51.02% |
| September 30, 2023 | 45.49% |
| August 31, 2023 | 40.13% |
| 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 | 37.72% |
| January 31, 2023 | 37.72% |
| December 31, 2022 | 37.72% |
| November 30, 2022 | 37.72% |
| October 31, 2022 | 53.71% |
| September 30, 2022 | 54.18% |
| August 31, 2022 | 54.18% |
| July 31, 2022 | 54.18% |
| June 30, 2022 | 54.18% |
| May 31, 2022 | 54.18% |
| April 30, 2022 | 54.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.71% |
| February 28, 2022 | 54.95% |
| January 31, 2022 | 57.42% |
| December 31, 2021 | 63.54% |
| November 30, 2021 | 63.54% |
| October 31, 2021 | 65.29% |
| September 30, 2021 | 65.29% |
| August 31, 2021 | 65.29% |
| July 31, 2021 | 65.29% |
| June 30, 2021 | 65.29% |
| May 31, 2021 | 65.29% |
| April 30, 2021 | 65.29% |
| March 31, 2021 | 65.29% |
| February 28, 2021 | 65.29% |
| January 31, 2021 | 86.57% |
| December 31, 2020 | 86.57% |
| November 30, 2020 | 86.57% |
| October 31, 2020 | 86.57% |
| September 30, 2020 | 86.57% |
| August 31, 2020 | 86.57% |
| July 31, 2020 | 86.57% |
| June 30, 2020 | 86.57% |
| May 31, 2020 | 86.57% |
| April 30, 2020 | 86.57% |
| March 31, 2020 | 86.57% |
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
37.72%
Minimum
Nov 2022
86.57%
Maximum
May 2019
64.56%
Average
64.42%
Median
Max Drawdown (5Y) Benchmarks
| Iberdrola SA | 37.13% |
| Redeia Corporacion SA | 33.60% |
| Enagas SA | 39.88% |
| Endesa SA | 50.38% |
| Solaria Energia y Medio Ambiente SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.860 |
| Beta (5Y) | 1.008 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.29% |
| Historical Sharpe Ratio (5Y) | 0.1142 |
| Historical Sortino (5Y) | 0.185 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.49% |