Engie SA (ENGIY)
16.29
-0.08
(-0.49%)
USD |
OTCM |
Nov 21, 16:00
Engie Max Drawdown (5Y): 48.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 48.73% |
September 30, 2024 | 48.73% |
August 31, 2024 | 48.73% |
July 31, 2024 | 48.73% |
June 30, 2024 | 48.73% |
May 31, 2024 | 48.73% |
April 30, 2024 | 48.73% |
March 31, 2024 | 48.73% |
February 29, 2024 | 48.73% |
January 31, 2024 | 48.73% |
December 31, 2023 | 48.73% |
November 30, 2023 | 48.73% |
October 31, 2023 | 48.73% |
September 30, 2023 | 48.73% |
August 31, 2023 | 48.73% |
July 31, 2023 | 48.73% |
June 30, 2023 | 48.73% |
May 31, 2023 | 48.73% |
April 30, 2023 | 48.73% |
March 31, 2023 | 48.73% |
February 28, 2023 | 48.73% |
January 31, 2023 | 48.73% |
December 31, 2022 | 48.73% |
November 30, 2022 | 48.73% |
October 31, 2022 | 48.73% |
Date | Value |
---|---|
September 30, 2022 | 48.73% |
August 31, 2022 | 48.73% |
July 31, 2022 | 48.73% |
June 30, 2022 | 48.73% |
May 31, 2022 | 48.73% |
April 30, 2022 | 48.73% |
March 31, 2022 | 48.73% |
February 28, 2022 | 48.73% |
January 31, 2022 | 51.37% |
December 31, 2021 | 51.80% |
November 30, 2021 | 51.80% |
October 31, 2021 | 51.80% |
September 30, 2021 | 51.80% |
August 31, 2021 | 51.80% |
July 31, 2021 | 51.80% |
June 30, 2021 | 51.80% |
May 31, 2021 | 51.80% |
April 30, 2021 | 51.80% |
March 31, 2021 | 51.80% |
February 28, 2021 | 51.80% |
January 31, 2021 | 51.80% |
December 31, 2020 | 51.80% |
November 30, 2020 | 51.80% |
October 31, 2020 | 51.80% |
September 30, 2020 | 51.80% |
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
48.73%
Minimum
Feb 2022
51.80%
Maximum
Nov 2019
50.10%
Average
48.73%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
Neoen SA | -- |
Voltalia SA | -- |
Exelon Corp | 39.86% |
Xcel Energy Inc | 34.43% |
Constellation Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.276 |
Beta (5Y) | 1.008 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.92% |
Historical Sharpe Ratio (5Y) | 0.1101 |
Historical Sortino (5Y) | 0.1295 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.37% |