Enagás SA (ENGGY)
10.13
+0.20
(+1.96%)
USD |
OTCM |
Jun 10, 16:00
Enagás Max Drawdown (5Y) : 39.88% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 39.88% |
| April 30, 2026 | 39.88% |
| March 31, 2026 | 39.88% |
| February 28, 2026 | 39.88% |
| January 31, 2026 | 39.88% |
| December 31, 2025 | 39.88% |
| November 30, 2025 | 39.88% |
| October 31, 2025 | 39.88% |
| September 30, 2025 | 39.88% |
| August 31, 2025 | 39.88% |
| July 31, 2025 | 39.88% |
| June 30, 2025 | 39.88% |
| May 31, 2025 | 39.88% |
| April 30, 2025 | 39.88% |
| March 31, 2025 | 39.88% |
| February 28, 2025 | 39.88% |
| January 31, 2025 | 39.88% |
| December 31, 2024 | 39.88% |
| November 30, 2024 | 39.88% |
| October 31, 2024 | 39.88% |
| September 30, 2024 | 39.88% |
| August 31, 2024 | 39.88% |
| July 31, 2024 | 39.88% |
| June 30, 2024 | 39.88% |
| May 31, 2024 | 39.88% |
| Date | Value |
|---|---|
| April 30, 2024 | 39.88% |
| March 31, 2024 | 39.88% |
| February 29, 2024 | 39.88% |
| January 31, 2024 | 39.88% |
| December 31, 2023 | 39.88% |
| November 30, 2023 | 39.88% |
| October 31, 2023 | 39.88% |
| September 30, 2023 | 39.88% |
| August 31, 2023 | 39.88% |
| July 31, 2023 | 39.88% |
| June 30, 2023 | 39.88% |
| May 31, 2023 | 39.88% |
| April 30, 2023 | 39.88% |
| March 31, 2023 | 39.88% |
| February 28, 2023 | 39.88% |
| January 31, 2023 | 39.88% |
| December 31, 2022 | 39.88% |
| November 30, 2022 | 39.88% |
| October 31, 2022 | 39.88% |
| September 30, 2022 | 38.77% |
| August 31, 2022 | 38.77% |
| July 31, 2022 | 38.77% |
| June 30, 2022 | 38.77% |
| May 31, 2022 | 38.77% |
| April 30, 2022 | 38.77% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| MetroGas SA | 0.00% |
| Naturgy Energy Group SA | 34.05% |
| APA Group | 56.11% |
| Tian Lun Gas Holdings Ltd. | -- |
| Atmos Energy Corp. | 25.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.181 |
| Beta (5Y) | 0.3548 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.66% |
| Historical Sharpe Ratio (5Y) | 0.1194 |
| Historical Sortino (5Y) | 0.1942 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |