Enagas SA (ENGGY)
7.39
-0.06
(-0.81%)
USD |
OTCM |
May 23, 15:59
Enagas Max Drawdown (5Y): 39.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
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% |
Date | Value |
---|---|
March 31, 2022 | 38.77% |
February 28, 2022 | 38.77% |
January 31, 2022 | 38.77% |
December 31, 2021 | 38.77% |
November 30, 2021 | 38.77% |
October 31, 2021 | 38.77% |
September 30, 2021 | 38.77% |
August 31, 2021 | 38.77% |
July 31, 2021 | 38.77% |
June 30, 2021 | 38.77% |
May 31, 2021 | 38.77% |
April 30, 2021 | 38.77% |
March 31, 2021 | 38.77% |
February 28, 2021 | 38.77% |
January 31, 2021 | 38.77% |
December 31, 2020 | 38.77% |
November 30, 2020 | 38.77% |
October 31, 2020 | 38.77% |
September 30, 2020 | 38.77% |
August 31, 2020 | 38.77% |
July 31, 2020 | 38.77% |
June 30, 2020 | 38.77% |
May 31, 2020 | 38.77% |
April 30, 2020 | 38.77% |
March 31, 2020 | 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
22.95%
Minimum
May 2019
39.88%
Maximum
Oct 2022
37.17%
Average
38.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Iberdrola SA | 37.13% |
Redeia Corporacion SA | 33.60% |
Endesa SA | 50.38% |
EDP Renovaveis SA | 56.67% |
Solaria Energia y Medio Ambiente SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.53 |
Beta (5Y) | 0.8084 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.09% |
Historical Sharpe Ratio (5Y) | -0.2498 |
Historical Sortino (5Y) | -0.3077 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.98% |