Enel SpA (ESOCF)
11.40
+0.28
(+2.57%)
USD |
OTCM |
Aug 24, 16:00
Enel Max Drawdown (5Y) : 61.84% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 61.84% |
| June 30, 2026 | 61.84% |
| May 31, 2026 | 61.84% |
| April 30, 2026 | 61.84% |
| March 31, 2026 | 61.84% |
| February 28, 2026 | 61.84% |
| January 31, 2026 | 61.84% |
| December 31, 2025 | 61.84% |
| November 30, 2025 | 61.84% |
| October 31, 2025 | 61.84% |
| September 30, 2025 | 61.84% |
| August 31, 2025 | 61.84% |
| July 31, 2025 | 61.84% |
| June 30, 2025 | 61.84% |
| May 31, 2025 | 61.84% |
| April 30, 2025 | 61.84% |
| March 31, 2025 | 61.84% |
| February 28, 2025 | 61.84% |
| January 31, 2025 | 61.84% |
| December 31, 2024 | 61.84% |
| November 30, 2024 | 61.84% |
| October 31, 2024 | 61.84% |
| September 30, 2024 | 61.84% |
| August 31, 2024 | 61.84% |
| July 31, 2024 | 61.84% |
| Date | Value |
|---|---|
| June 30, 2024 | 61.84% |
| May 31, 2024 | 61.84% |
| April 30, 2024 | 61.84% |
| March 31, 2024 | 61.84% |
| February 29, 2024 | 61.84% |
| January 31, 2024 | 61.84% |
| December 31, 2023 | 61.84% |
| November 30, 2023 | 61.84% |
| October 31, 2023 | 61.84% |
| September 30, 2023 | 61.84% |
| August 31, 2023 | 61.84% |
| July 31, 2023 | 61.84% |
| June 30, 2023 | 61.84% |
| May 31, 2023 | 61.84% |
| April 30, 2023 | 61.84% |
| March 31, 2023 | 61.84% |
| February 28, 2023 | 61.84% |
| January 31, 2023 | 61.84% |
| December 31, 2022 | 61.84% |
| November 30, 2022 | 61.84% |
| October 31, 2022 | 61.84% |
| September 30, 2022 | 58.87% |
| August 31, 2022 | 53.67% |
| July 31, 2022 | 53.67% |
| June 30, 2022 | 46.99% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| TERNA Rete Elettrica Nazionale SpA | 33.51% |
| American Electric Power Co., Inc. | 29.55% |
| SSE Plc | 32.17% |
| Iberdrola SA | 37.13% |
| Enel Chile SA | 79.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5220 |
| Beta (5Y) | 0.8451 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.91% |
| Historical Sharpe Ratio (5Y) | 0.2697 |
| Historical Sortino (5Y) | 0.4572 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |