ENGIE Brasil Energia SA (EGIEY)
6.50
-0.20
(-2.99%)
USD |
OTCM |
Nov 21, 16:00
ENGIE Brasil Energia Max Drawdown (5Y): 60.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 60.49% |
September 30, 2024 | 60.49% |
August 31, 2024 | 60.49% |
July 31, 2024 | 60.49% |
June 30, 2024 | 60.49% |
May 31, 2024 | 60.49% |
April 30, 2024 | 60.49% |
March 31, 2024 | 60.49% |
February 29, 2024 | 60.49% |
January 31, 2024 | 60.49% |
December 31, 2023 | 60.49% |
November 30, 2023 | 60.49% |
October 31, 2023 | 60.49% |
September 30, 2023 | 60.49% |
August 31, 2023 | 60.49% |
July 31, 2023 | 60.49% |
June 30, 2023 | 60.49% |
May 31, 2023 | 60.49% |
April 30, 2023 | 60.49% |
March 31, 2023 | 60.49% |
February 28, 2023 | 60.49% |
January 31, 2023 | 60.49% |
December 31, 2022 | 60.49% |
November 30, 2022 | 60.18% |
October 31, 2022 | 60.18% |
Date | Value |
---|---|
September 30, 2022 | 60.07% |
August 31, 2022 | 57.32% |
July 31, 2022 | 57.32% |
June 30, 2022 | 52.75% |
May 31, 2022 | 52.75% |
April 30, 2022 | 52.75% |
March 31, 2022 | 52.75% |
February 28, 2022 | 52.75% |
January 31, 2022 | 52.75% |
December 31, 2021 | 52.75% |
November 30, 2021 | 52.75% |
October 31, 2021 | 52.75% |
September 30, 2021 | 52.75% |
August 31, 2021 | 52.75% |
July 31, 2021 | 52.75% |
June 30, 2021 | 52.75% |
May 31, 2021 | 52.75% |
April 30, 2021 | 52.75% |
March 31, 2021 | 52.75% |
February 28, 2021 | 52.75% |
January 31, 2021 | 52.75% |
December 31, 2020 | 52.75% |
November 30, 2020 | 52.75% |
October 31, 2020 | 54.73% |
September 30, 2020 | 54.73% |
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
52.75%
Minimum
Nov 2020
60.49%
Maximum
Dec 2022
56.63%
Average
54.73%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.46 |
Beta (5Y) | 0.5770 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.33% |
Historical Sharpe Ratio (5Y) | -0.1702 |
Historical Sortino (5Y) | -0.2573 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.71% |