Enel Chile SA (ENIC)
2.80
-0.01
(-0.36%)
USD |
NYSE |
Nov 21, 16:00
2.805
0.00 (0.00%)
Pre-Market: 20:00
Enel Chile Max Drawdown (5Y): 79.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.76% |
| September 30, 2024 | 79.76% |
| August 31, 2024 | 79.76% |
| July 31, 2024 | 79.76% |
| June 30, 2024 | 79.76% |
| May 31, 2024 | 79.76% |
| April 30, 2024 | 79.76% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
39.16%
Minimum
Nov 2019
79.76%
Maximum
Jul 2022
66.16%
Average
74.67%
Median
Max Drawdown (5Y) Benchmarks
| Smart Powerr Corp | 98.46% |
| Ellomay Capital Ltd | 73.36% |
| Atlantica Sustainable Infrastructure PLC | 58.03% |
| Enlight Renewable Energy Ltd | -- |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.63 |
| Beta (5Y) | 1.173 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.09% |
| Historical Sharpe Ratio (5Y) | -0.0851 |
| Historical Sortino (5Y) | -0.1518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.84% |