Engie SA (ENGIY)

15.48 +0.20 (+1.31%) USD  |  OTCM  |  Dec 20, 16:00
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Engie Max Drawdown (5Y): 48.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Neoen SA --
Voltalia SA --
Exelon Corp 39.86%
Xcel Energy Inc 34.43%
Constellation Energy Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.295
Beta (5Y) 0.9917
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.01%
Historical Sharpe Ratio (5Y) 0.1161
Historical Sortino (5Y) 0.1393
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.37%