Endesa SA (ELEZY)
10.37
+0.07
(+0.66%)
USD |
OTCM |
Nov 14, 11:51
Endesa Max Drawdown (5Y): 50.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.38% |
| September 30, 2024 | 50.38% |
| August 31, 2024 | 50.38% |
| July 31, 2024 | 50.38% |
| June 30, 2024 | 50.38% |
| May 31, 2024 | 50.38% |
| April 30, 2024 | 50.38% |
| March 31, 2024 | 50.38% |
| February 29, 2024 | 50.38% |
| January 31, 2024 | 50.38% |
| December 31, 2023 | 50.38% |
| November 30, 2023 | 50.38% |
| October 31, 2023 | 50.38% |
| September 30, 2023 | 50.38% |
| August 31, 2023 | 50.38% |
| July 31, 2023 | 50.38% |
| June 30, 2023 | 50.38% |
| May 31, 2023 | 50.38% |
| April 30, 2023 | 50.38% |
| March 31, 2023 | 50.38% |
| February 28, 2023 | 50.38% |
| January 31, 2023 | 50.38% |
| December 31, 2022 | 50.38% |
| November 30, 2022 | 50.38% |
| October 31, 2022 | 50.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.29% |
| August 31, 2022 | 38.74% |
| July 31, 2022 | 37.31% |
| June 30, 2022 | 35.86% |
| May 31, 2022 | 35.86% |
| April 30, 2022 | 35.86% |
| March 31, 2022 | 35.86% |
| February 28, 2022 | 35.86% |
| January 31, 2022 | 35.86% |
| December 31, 2021 | 35.86% |
| November 30, 2021 | 35.86% |
| October 31, 2021 | 35.86% |
| September 30, 2021 | 35.86% |
| August 31, 2021 | 35.86% |
| July 31, 2021 | 35.86% |
| June 30, 2021 | 35.86% |
| May 31, 2021 | 35.86% |
| April 30, 2021 | 38.80% |
| March 31, 2021 | 44.55% |
| February 28, 2021 | 44.61% |
| January 31, 2021 | 44.61% |
| December 31, 2020 | 47.70% |
| November 30, 2020 | 49.80% |
| October 31, 2020 | 49.80% |
| September 30, 2020 | 49.80% |
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
35.86%
Minimum
May 2021
50.38%
Maximum
Oct 2022
45.86%
Average
49.80%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Iberdrola SA | 37.13% |
| Redeia Corporacion SA | 33.60% |
| Enagas SA | 39.88% |
| EDP Renovaveis SA | 56.67% |
| Solaria Energia y Medio Ambiente SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.198 |
| Beta (5Y) | 0.547 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.12% |
| Historical Sharpe Ratio (5Y) | 0.033 |
| Historical Sortino (5Y) | 0.0535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |