E.ON SE (EONGY)
12.29
-0.14
(-1.13%)
USD |
OTCM |
Nov 20, 16:00
E.ON Max Drawdown (5Y): 46.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.91% |
| September 30, 2024 | 46.91% |
| August 31, 2024 | 46.91% |
| July 31, 2024 | 46.91% |
| June 30, 2024 | 46.91% |
| May 31, 2024 | 46.91% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.50% |
| August 31, 2022 | 46.50% |
| July 31, 2022 | 50.00% |
| June 30, 2022 | 53.78% |
| May 31, 2022 | 55.72% |
| April 30, 2022 | 61.74% |
| March 31, 2022 | 62.53% |
| February 28, 2022 | 64.46% |
| January 31, 2022 | 64.46% |
| December 31, 2021 | 65.56% |
| November 30, 2021 | 68.47% |
| October 31, 2021 | 68.56% |
| September 30, 2021 | 68.56% |
| 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% |
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
Aug 2022
68.98%
Maximum
Nov 2019
57.70%
Average
58.73%
Median
Max Drawdown (5Y) Benchmarks
| RWE AG | 42.67% |
| Uniper SE | 94.85% |
| Encavis AG | -- |
| Ellomay Capital Ltd | 73.36% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.603 |
| Beta (5Y) | 0.7966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.78% |
| Historical Sharpe Ratio (5Y) | 0.3125 |
| Historical Sortino (5Y) | 0.4638 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.02% |