Eni SpA (EIPAF)
14.60
-0.48
(-3.18%)
USD |
OTCM |
May 03, 16:00
Eni Max Drawdown (5Y): 62.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.67% |
March 31, 2024 | 62.67% |
February 29, 2024 | 62.67% |
January 31, 2024 | 62.67% |
December 31, 2023 | 62.67% |
November 30, 2023 | 62.67% |
October 31, 2023 | 62.67% |
September 30, 2023 | 62.67% |
August 31, 2023 | 62.67% |
July 31, 2023 | 62.67% |
June 30, 2023 | 62.67% |
May 31, 2023 | 62.67% |
April 30, 2023 | 62.67% |
March 31, 2023 | 62.67% |
February 28, 2023 | 62.67% |
January 31, 2023 | 62.67% |
December 31, 2022 | 62.67% |
November 30, 2022 | 62.67% |
October 31, 2022 | 62.67% |
September 30, 2022 | 62.67% |
August 31, 2022 | 62.67% |
July 31, 2022 | 62.67% |
June 30, 2022 | 62.67% |
May 31, 2022 | 62.67% |
April 30, 2022 | 62.67% |
Date | Value |
---|---|
March 31, 2022 | 62.67% |
February 28, 2022 | 62.67% |
January 31, 2022 | 62.67% |
December 31, 2021 | 62.67% |
November 30, 2021 | 62.67% |
October 31, 2021 | 62.67% |
September 30, 2021 | 62.67% |
August 31, 2021 | 62.67% |
July 31, 2021 | 62.67% |
June 30, 2021 | 62.67% |
May 31, 2021 | 62.67% |
April 30, 2021 | 62.67% |
March 31, 2021 | 62.67% |
February 28, 2021 | 62.67% |
January 31, 2021 | 62.67% |
December 31, 2020 | 62.67% |
November 30, 2020 | 62.67% |
October 31, 2020 | 62.67% |
September 30, 2020 | 62.67% |
August 31, 2020 | 62.67% |
July 31, 2020 | 62.67% |
June 30, 2020 | 62.67% |
May 31, 2020 | 62.67% |
April 30, 2020 | 62.67% |
March 31, 2020 | 62.67% |
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
49.63%
Minimum
May 2019
62.67%
Maximum
Mar 2020
60.50%
Average
62.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Saipem SpA | 99.85% |
Saras SpA | -- |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.943 |
Beta (5Y) | 0.8858 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.92% |
Historical Sharpe Ratio (5Y) | 0.0227 |
Historical Sortino (5Y) | 0.0336 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.48% |