Enphase Energy Inc (ENPH)
86.10
-1.36
(-1.55%)
USD |
NASDAQ |
Nov 05, 11:37
Enphase Energy Max Drawdown (5Y): 77.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.51% |
| September 30, 2024 | 77.51% |
| August 31, 2024 | 77.51% |
| July 31, 2024 | 77.51% |
| June 30, 2024 | 77.51% |
| May 31, 2024 | 77.51% |
| April 30, 2024 | 77.51% |
| March 31, 2024 | 77.51% |
| February 29, 2024 | 77.51% |
| January 31, 2024 | 77.51% |
| December 31, 2023 | 77.51% |
| November 30, 2023 | 77.51% |
| October 31, 2023 | 76.59% |
| September 30, 2023 | 73.32% |
| August 31, 2023 | 73.32% |
| July 31, 2023 | 76.14% |
| June 30, 2023 | 77.63% |
| May 31, 2023 | 77.63% |
| April 30, 2023 | 77.63% |
| March 31, 2023 | 77.63% |
| February 28, 2023 | 77.63% |
| January 31, 2023 | 77.63% |
| December 31, 2022 | 78.67% |
| November 30, 2022 | 88.10% |
| October 31, 2022 | 88.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.84% |
| August 31, 2022 | 91.66% |
| July 31, 2022 | 92.75% |
| June 30, 2022 | 94.36% |
| May 31, 2022 | 95.49% |
| April 30, 2022 | 95.49% |
| March 31, 2022 | 95.66% |
| February 28, 2022 | 95.98% |
| January 31, 2022 | 95.98% |
| December 31, 2021 | 95.98% |
| November 30, 2021 | 95.98% |
| October 31, 2021 | 95.98% |
| September 30, 2021 | 95.98% |
| August 31, 2021 | 95.98% |
| July 31, 2021 | 95.98% |
| June 30, 2021 | 95.98% |
| May 31, 2021 | 95.98% |
| April 30, 2021 | 95.98% |
| March 31, 2021 | 95.98% |
| February 28, 2021 | 95.98% |
| January 31, 2021 | 95.98% |
| December 31, 2020 | 95.98% |
| November 30, 2020 | 95.98% |
| October 31, 2020 | 95.98% |
| September 30, 2020 | 95.98% |
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
73.32%
Minimum
Aug 2023
95.98%
Maximum
Nov 2019
88.21%
Average
95.49%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| First Solar Inc | 61.26% |
| SolarEdge Technologies Inc | 95.94% |
| NVIDIA Corp | 66.34% |
| Advanced Micro Devices Inc | 65.45% |
| Texas Instruments Inc | 29.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.485 |
| Beta (5Y) | 1.771 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.02% |
| Historical Sharpe Ratio (5Y) | 0.3917 |
| Historical Sortino (5Y) | 0.8789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.13% |