ENGIE Brasil Energia SA (EGIEY)
7.68
-0.15
(-1.97%)
USD |
OTCM |
May 01, 16:00
ENGIE Brasil Energia Max Drawdown (5Y): 60.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 54.73% |
| July 31, 2020 | 54.73% |
| June 30, 2020 | 54.73% |
| May 31, 2020 | 54.73% |
| April 30, 2020 | 54.73% |
| March 31, 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
56.06%
Average
54.73%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.68 |
| Beta (5Y) | 0.5564 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.40% |
| Historical Sharpe Ratio (5Y) | -0.1505 |
| Historical Sortino (5Y) | -0.2268 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.67% |