Engie SA (ENGIY)
16.23
+0.07
(+0.44%)
USD |
OTCM |
Nov 14, 12:06
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 | 48.73% |
| December 31, 2021 | 48.73% |
| 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
Dec 2021
51.80%
Maximum
Nov 2019
50.01%
Average
48.73%
Median
Dec 2021
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% |