EDP - Energias de Portugal SA (ELCPF)
3.79
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
EDP - Energias de Portugal Max Drawdown (5Y): 40.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 40.65% |
| March 31, 2024 | 37.84% |
| February 29, 2024 | 37.84% |
| January 31, 2024 | 37.84% |
| December 31, 2023 | 37.84% |
| November 30, 2023 | 37.84% |
| October 31, 2023 | 37.84% |
| September 30, 2023 | 37.84% |
| August 31, 2023 | 37.84% |
| July 31, 2023 | 37.84% |
| June 30, 2023 | 37.84% |
| May 31, 2023 | 37.84% |
| April 30, 2023 | 37.84% |
| March 31, 2023 | 37.84% |
| February 28, 2023 | 37.84% |
| January 31, 2023 | 37.84% |
| December 31, 2022 | 37.84% |
| November 30, 2022 | 37.84% |
| October 31, 2022 | 37.84% |
| September 30, 2022 | 34.88% |
| August 31, 2022 | 34.88% |
| July 31, 2022 | 34.88% |
| June 30, 2022 | 34.88% |
| May 31, 2022 | 34.88% |
| April 30, 2022 | 34.88% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.88% |
| February 28, 2022 | 32.90% |
| January 31, 2022 | 32.90% |
| December 31, 2021 | 34.82% |
| November 30, 2021 | 36.73% |
| October 31, 2021 | 36.73% |
| September 30, 2021 | 36.73% |
| August 31, 2021 | 36.73% |
| July 31, 2021 | 36.73% |
| June 30, 2021 | 36.73% |
| May 31, 2021 | 36.73% |
| April 30, 2021 | 36.73% |
| March 31, 2021 | 36.73% |
| February 28, 2021 | 36.73% |
| January 31, 2021 | 36.73% |
| December 31, 2020 | 36.73% |
| November 30, 2020 | 36.73% |
| October 31, 2020 | 36.73% |
| September 30, 2020 | 36.73% |
| August 31, 2020 | 36.73% |
| July 31, 2020 | 36.73% |
| June 30, 2020 | 36.73% |
| May 31, 2020 | 36.73% |
| April 30, 2020 | 36.73% |
| March 31, 2020 | 36.73% |
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
32.90%
Minimum
Jan 2022
40.65%
Maximum
Apr 2024
36.75%
Average
36.73%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Smart Powerr Corp | 98.46% |
| Ellomay Capital Ltd | 73.36% |
| Atlantica Sustainable Infrastructure PLC | 58.03% |
| Enlight Renewable Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.391 |
| Beta (5Y) | 0.4616 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.33% |
| Historical Sharpe Ratio (5Y) | -0.0081 |
| Historical Sortino (5Y) | -0.0124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |