E.ON SE (EONGY)
13.61
+0.14
(+1.04%)
USD |
OTCM |
May 03, 15:59
E.ON Max Drawdown (5Y): 46.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.91% |
March 31, 2024 | 46.91% |
February 29, 2024 | 46.91% |
January 31, 2024 | 46.91% |
December 31, 2023 | 46.91% |
November 30, 2023 | 46.91% |
October 31, 2023 | 46.91% |
September 30, 2023 | 46.91% |
August 31, 2023 | 46.91% |
July 31, 2023 | 46.91% |
June 30, 2023 | 46.91% |
May 31, 2023 | 46.91% |
April 30, 2023 | 46.91% |
March 31, 2023 | 46.91% |
February 28, 2023 | 46.91% |
January 31, 2023 | 46.91% |
December 31, 2022 | 46.91% |
November 30, 2022 | 46.91% |
October 31, 2022 | 46.91% |
September 30, 2022 | 46.50% |
August 31, 2022 | 46.50% |
July 31, 2022 | 46.50% |
June 30, 2022 | 46.50% |
May 31, 2022 | 46.50% |
April 30, 2022 | 53.78% |
Date | Value |
---|---|
March 31, 2022 | 55.72% |
February 28, 2022 | 61.74% |
January 31, 2022 | 62.53% |
December 31, 2021 | 64.46% |
November 30, 2021 | 64.46% |
October 31, 2021 | 65.56% |
September 30, 2021 | 68.47% |
August 31, 2021 | 68.56% |
July 31, 2021 | 68.56% |
June 30, 2021 | 68.56% |
May 31, 2021 | 68.56% |
April 30, 2021 | 68.56% |
March 31, 2021 | 68.56% |
February 28, 2021 | 68.56% |
January 31, 2021 | 68.56% |
December 31, 2020 | 68.56% |
November 30, 2020 | 68.56% |
October 31, 2020 | 68.56% |
September 30, 2020 | 68.56% |
August 31, 2020 | 68.56% |
July 31, 2020 | 68.56% |
June 30, 2020 | 68.98% |
May 31, 2020 | 68.98% |
April 30, 2020 | 68.98% |
March 31, 2020 | 68.98% |
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
46.50%
Minimum
May 2022
68.98%
Maximum
May 2019
59.10%
Average
65.01%
Median
Max Drawdown (5Y) Benchmarks
RWE AG | 42.67% |
Uniper SE | 94.25% |
Encavis AG | -- |
Engie SA | 48.73% |
Orsted A/S | 83.42% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.230 |
Beta (5Y) | 0.7626 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.15% |
Historical Sharpe Ratio (5Y) | 0.2582 |
Historical Sortino (5Y) | 0.3813 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.67% |