Endesa SA (ELEZF)

20.99 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
More

Endesa Max Drawdown (5Y): 44.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ELEZF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Iberdrola SA 37.13%
Redeia Corporacion SA 33.60%
EDP Renovaveis SA 60.63%
Solaria Energia y Medio Ambiente SA --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.025
Beta (5Y) 0.5098
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.27%
Historical Sharpe Ratio (5Y) -0.0074
Historical Sortino (5Y) -0.011
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.01%