Enel SpA (ENLAY)
6.59
+0.01
(+0.15%)
USD |
OTCM |
Apr 30, 09:54
Enel Max Drawdown (5Y): 61.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.04% |
| February 29, 2024 | 61.04% |
| January 31, 2024 | 61.04% |
| December 31, 2023 | 61.04% |
| November 30, 2023 | 61.04% |
| October 31, 2023 | 61.04% |
| September 30, 2023 | 61.04% |
| August 31, 2023 | 61.04% |
| July 31, 2023 | 61.04% |
| June 30, 2023 | 61.04% |
| May 31, 2023 | 61.04% |
| April 30, 2023 | 61.04% |
| March 31, 2023 | 61.04% |
| February 28, 2023 | 61.04% |
| January 31, 2023 | 61.04% |
| December 31, 2022 | 61.04% |
| November 30, 2022 | 61.04% |
| October 31, 2022 | 61.04% |
| September 30, 2022 | 58.59% |
| August 31, 2022 | 53.08% |
| July 31, 2022 | 53.08% |
| June 30, 2022 | 46.52% |
| May 31, 2022 | 41.71% |
| April 30, 2022 | 41.71% |
| March 31, 2022 | 41.71% |
| Date | Value |
|---|---|
| February 28, 2022 | 37.05% |
| January 31, 2022 | 37.05% |
| December 31, 2021 | 37.05% |
| November 30, 2021 | 37.05% |
| October 31, 2021 | 37.05% |
| September 30, 2021 | 37.05% |
| August 31, 2021 | 37.05% |
| July 31, 2021 | 37.05% |
| June 30, 2021 | 37.05% |
| May 31, 2021 | 37.05% |
| April 30, 2021 | 37.05% |
| March 31, 2021 | 37.05% |
| February 28, 2021 | 37.05% |
| January 31, 2021 | 37.05% |
| December 31, 2020 | 37.05% |
| November 30, 2020 | 37.05% |
| October 31, 2020 | 37.05% |
| September 30, 2020 | 37.05% |
| August 31, 2020 | 37.05% |
| July 31, 2020 | 37.05% |
| June 30, 2020 | 37.05% |
| May 31, 2020 | 37.05% |
| April 30, 2020 | 37.05% |
| March 31, 2020 | 37.05% |
| February 29, 2020 | 33.07% |
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
33.07%
Minimum
Apr 2019
61.04%
Maximum
Oct 2022
44.80%
Average
37.05%
Median
Mar 2020
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.195 |
| Beta (5Y) | 0.9575 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.01% |
| Historical Sharpe Ratio (5Y) | 0.1345 |
| Historical Sortino (5Y) | 0.2192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.10% |