Enphase Energy Inc (ENPH)

71.45 +5.65 (+8.59%) USD  |  NASDAQ  |  Dec 20, 16:00
71.52 +0.07 (+0.10%) After-Hours: 20:00
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Enphase Energy Max Drawdown (5Y): 82.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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First Solar Inc 61.26%
Advanced Micro Devices Inc 65.45%
SolarEdge Technologies Inc 97.16%
NVIDIA Corp 66.34%
NEXTracker Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.682
Beta (5Y) 1.691
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 80.93%
Historical Sharpe Ratio (5Y) 0.2999
Historical Sortino (5Y) 0.6656
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.18%