naturenergie holding AG (ENGDF)
36.06
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
naturenergie Max Drawdown (5Y) : 24.19% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 24.19% |
| August 31, 2026 | 24.19% |
| July 31, 2026 | 24.19% |
| June 30, 2026 | 24.19% |
| May 31, 2026 | 24.19% |
| April 30, 2026 | 24.19% |
| March 31, 2026 | 24.19% |
| Date | Value |
|---|---|
| February 28, 2026 | 24.19% |
| January 31, 2026 | 24.19% |
| December 31, 2025 | 24.19% |
| November 30, 2025 | 24.19% |
| October 31, 2025 | 24.19% |
| September 30, 2025 | 24.19% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| BKW AG | -- |
| IDACORP, Inc. | 21.94% |
| VERBUND AG | 42.02% |
| CLP Holdings Ltd. | 38.58% |
| American Electric Power Co., Inc. | 29.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.813 |
| Beta (5Y) | -0.1212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 12.50% |
| Historical Sharpe Ratio (5Y) | -0.4022 |
| Historical Sortino (5Y) | -0.5116 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.41% |