Endesa SA (ELEZF)
20.85
-0.35
(-1.66%)
USD |
OTCM |
Nov 19, 14:11
Endesa Max Drawdown (5Y): 44.93% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 44.93% |
| August 31, 2024 | 44.93% |
| July 31, 2024 | 44.93% |
| June 30, 2024 | 44.93% |
| May 31, 2024 | 44.93% |
| April 30, 2024 | 44.93% |
| March 31, 2024 | 44.93% |
| February 29, 2024 | 44.93% |
| January 31, 2024 | 44.93% |
| December 31, 2023 | 44.93% |
| November 30, 2023 | 44.93% |
| October 31, 2023 | 44.93% |
| September 30, 2023 | 44.93% |
| August 31, 2023 | 44.93% |
| July 31, 2023 | 44.93% |
| June 30, 2023 | 44.93% |
| May 31, 2023 | 44.93% |
| April 30, 2023 | 44.93% |
| March 31, 2023 | 44.93% |
| February 28, 2023 | 44.93% |
| January 31, 2023 | 44.93% |
| December 31, 2022 | 44.93% |
| November 30, 2022 | 44.93% |
| October 31, 2022 | 44.93% |
| September 30, 2022 | 35.10% |
| Date | Value |
|---|---|
| August 31, 2022 | 37.40% |
| July 31, 2022 | 37.40% |
| June 30, 2022 | 37.40% |
| May 31, 2022 | 37.40% |
| April 30, 2022 | 37.40% |
| March 31, 2022 | 37.40% |
| February 28, 2022 | 37.40% |
| January 31, 2022 | 37.40% |
| December 31, 2021 | 37.61% |
| November 30, 2021 | 39.39% |
| October 31, 2021 | 39.39% |
| September 30, 2021 | 41.73% |
| August 31, 2021 | 41.73% |
| July 31, 2021 | 41.73% |
| June 30, 2021 | 41.73% |
| May 31, 2021 | 41.73% |
| April 30, 2021 | 42.87% |
| March 31, 2021 | 42.87% |
| February 28, 2021 | 44.59% |
| January 31, 2021 | 47.47% |
| December 31, 2020 | 47.47% |
| November 30, 2020 | 48.24% |
| October 31, 2020 | 48.24% |
| September 30, 2020 | 48.24% |
| August 31, 2020 | 48.24% |
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
35.10%
Minimum
Sep 2022
51.29%
Maximum
Nov 2019
44.16%
Average
44.93%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Iberdrola SA | 37.13% |
| Redeia Corporacion SA | 33.60% |
| EDP Renovaveis SA | 56.67% |
| Solaria Energia y Medio Ambiente SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.255 |
| Beta (5Y) | 0.5371 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.02% |
| Historical Sharpe Ratio (5Y) | -0.0315 |
| Historical Sortino (5Y) | -0.0462 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.01% |