Enel Chile SA (ENIC)
2.995
-0.02
(-0.50%)
USD |
NYSE |
Apr 25, 16:00
2.995
0.00 (0.00%)
After-Hours: 20:00
Enel Chile Max Drawdown (5Y): 79.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 79.76% |
February 29, 2024 | 79.76% |
January 31, 2024 | 79.76% |
December 31, 2023 | 79.76% |
November 30, 2023 | 79.76% |
October 31, 2023 | 79.76% |
September 30, 2023 | 79.76% |
August 31, 2023 | 79.76% |
July 31, 2023 | 79.76% |
June 30, 2023 | 79.76% |
May 31, 2023 | 79.76% |
April 30, 2023 | 79.76% |
March 31, 2023 | 79.76% |
February 28, 2023 | 79.76% |
January 31, 2023 | 79.76% |
December 31, 2022 | 79.76% |
November 30, 2022 | 79.76% |
October 31, 2022 | 79.76% |
September 30, 2022 | 79.76% |
August 31, 2022 | 79.76% |
July 31, 2022 | 79.76% |
June 30, 2022 | 78.40% |
May 31, 2022 | 74.90% |
April 30, 2022 | 74.44% |
March 31, 2022 | 73.28% |
Date | Value |
---|---|
February 28, 2022 | 67.13% |
January 31, 2022 | 66.09% |
December 31, 2021 | 66.09% |
November 30, 2021 | 62.83% |
October 31, 2021 | 58.42% |
September 30, 2021 | 54.98% |
August 31, 2021 | 54.78% |
July 31, 2021 | 50.19% |
June 30, 2021 | 49.84% |
May 31, 2021 | 49.84% |
April 30, 2021 | 49.84% |
March 31, 2021 | 49.84% |
February 28, 2021 | 49.84% |
January 31, 2021 | 49.84% |
December 31, 2020 | 49.84% |
November 30, 2020 | 49.84% |
October 31, 2020 | 49.84% |
September 30, 2020 | 49.84% |
August 31, 2020 | 49.84% |
July 31, 2020 | 49.84% |
June 30, 2020 | 49.84% |
May 31, 2020 | 49.84% |
April 30, 2020 | 49.84% |
March 31, 2020 | 49.84% |
February 29, 2020 | 39.32% |
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
33.28%
Minimum
Apr 2019
79.76%
Maximum
Jul 2022
60.76%
Average
56.70%
Median
Max Drawdown (5Y) Benchmarks
Edison International | 43.13% |
Entergy Corp | 41.99% |
Evergy Inc | 38.78% |
Genie Energy Ltd | 57.64% |
New Fortress Energy Inc | 65.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.04 |
Beta (5Y) | 1.156 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.60% |
Historical Sharpe Ratio (5Y) | -0.1397 |
Historical Sortino (5Y) | -0.2582 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.62% |