ENGIE Brasil Energia SA (EGIEY)
6.79
+0.14
(+2.11%)
USD |
OTCM |
Nov 14, 15:54
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) | 0.577 |
| 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% |