EDP SA (ELCPF)
3.485
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
EDP Max Drawdown (5Y): 42.86% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 42.86% |
| August 31, 2024 | 42.86% |
| July 31, 2024 | 42.86% |
| June 30, 2024 | 42.86% |
| May 31, 2024 | 42.86% |
| April 30, 2024 | 42.86% |
| March 31, 2024 | 40.15% |
| February 29, 2024 | 38.63% |
| January 31, 2024 | 38.63% |
| December 31, 2023 | 38.63% |
| November 30, 2023 | 38.63% |
| October 31, 2023 | 38.63% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 34.88% |
| February 28, 2022 | 32.90% |
| January 31, 2022 | 32.90% |
| December 31, 2021 | 34.66% |
| November 30, 2021 | 36.57% |
| October 31, 2021 | 36.57% |
| September 30, 2021 | 36.57% |
| August 31, 2021 | 36.57% |
| July 31, 2021 | 36.57% |
| June 30, 2021 | 36.57% |
| May 31, 2021 | 36.57% |
| April 30, 2021 | 36.57% |
| March 31, 2021 | 36.57% |
| February 28, 2021 | 36.57% |
| January 31, 2021 | 36.57% |
| December 31, 2020 | 36.57% |
| November 30, 2020 | 36.57% |
| October 31, 2020 | 36.57% |
| September 30, 2020 | 36.57% |
| August 31, 2020 | 36.57% |
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
42.86%
Maximum
Apr 2024
37.35%
Average
36.57%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Smart Powerr Corp | 98.03% |
| Ellomay Capital Ltd | 73.36% |
| Atlantica Sustainable Infrastructure PLC | 58.03% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.139 |
| Beta (5Y) | 0.4723 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.57% |
| Historical Sharpe Ratio (5Y) | 0.1367 |
| Historical Sortino (5Y) | 0.217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |