Cia Paranaense De Energia Copel (ELP)
6.585
+0.12
(+1.93%)
USD |
NYSE |
Nov 14, 16:00
6.58
0.00 (0.00%)
After-Hours: 16:59
Cia Paranaense De Energia Copel Max Drawdown (5Y): 53.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.34% |
| September 30, 2024 | 53.34% |
| August 31, 2024 | 53.34% |
| July 31, 2024 | 53.34% |
| June 30, 2024 | 53.34% |
| May 31, 2024 | 53.34% |
| April 30, 2024 | 53.34% |
| March 31, 2024 | 53.34% |
| February 29, 2024 | 53.34% |
| January 31, 2024 | 53.34% |
| December 31, 2023 | 53.34% |
| November 30, 2023 | 53.34% |
| October 31, 2023 | 53.34% |
| September 30, 2023 | 53.34% |
| August 31, 2023 | 53.34% |
| July 31, 2023 | 60.44% |
| June 30, 2023 | 67.08% |
| May 31, 2023 | 67.69% |
| April 30, 2023 | 67.69% |
| March 31, 2023 | 67.69% |
| February 28, 2023 | 67.69% |
| January 31, 2023 | 67.69% |
| December 31, 2022 | 67.69% |
| November 30, 2022 | 67.69% |
| October 31, 2022 | 67.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.69% |
| August 31, 2022 | 67.69% |
| July 31, 2022 | 67.69% |
| June 30, 2022 | 67.69% |
| May 31, 2022 | 67.69% |
| April 30, 2022 | 67.69% |
| March 31, 2022 | 67.69% |
| February 28, 2022 | 67.69% |
| January 31, 2022 | 67.69% |
| December 31, 2021 | 67.69% |
| November 30, 2021 | 67.69% |
| October 31, 2021 | 67.69% |
| September 30, 2021 | 67.69% |
| August 31, 2021 | 67.69% |
| July 31, 2021 | 67.69% |
| June 30, 2021 | 67.69% |
| May 31, 2021 | 67.69% |
| April 30, 2021 | 67.69% |
| March 31, 2021 | 67.69% |
| February 28, 2021 | 68.57% |
| January 31, 2021 | 68.57% |
| December 31, 2020 | 69.92% |
| November 30, 2020 | 77.43% |
| October 31, 2020 | 81.95% |
| September 30, 2020 | 81.95% |
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
53.34%
Minimum
Aug 2023
81.95%
Maximum
Nov 2019
67.05%
Average
67.69%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Cia Energetica DE Minas Gerais - Cemig | 65.72% |
| Centrais Eletricas Brasileiras SA | 72.74% |
| Companhia De Saneamento Basico Do Estado De Sao Paulo | 61.91% |
| ENGIE Brasil Energia SA | 60.49% |
| Light SA | 96.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.992 |
| Beta (5Y) | 1.082 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.24% |
| Historical Sharpe Ratio (5Y) | 0.2949 |
| Historical Sortino (5Y) | 0.4296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.15% |