Eurosite Power Inc (EUSP)
0.0511
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Eurosite Power Max Drawdown (5Y): 98.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.42% |
March 31, 2024 | 98.42% |
February 29, 2024 | 98.42% |
January 31, 2024 | 98.42% |
December 31, 2023 | 98.42% |
November 30, 2023 | 98.42% |
October 31, 2023 | 98.42% |
September 30, 2023 | 98.42% |
August 31, 2023 | 98.42% |
July 31, 2023 | 98.42% |
June 30, 2023 | 98.42% |
May 31, 2023 | 98.42% |
April 30, 2023 | 98.42% |
March 31, 2023 | 98.42% |
February 28, 2023 | 98.42% |
January 31, 2023 | 98.42% |
December 31, 2022 | 98.42% |
November 30, 2022 | 98.42% |
October 31, 2022 | 98.42% |
September 30, 2022 | 98.42% |
August 31, 2022 | 98.42% |
July 31, 2022 | 98.42% |
June 30, 2022 | 98.42% |
May 31, 2022 | 98.42% |
April 30, 2022 | 98.48% |
Date | Value |
---|---|
March 31, 2022 | 98.50% |
February 28, 2022 | 98.50% |
January 31, 2022 | 98.50% |
December 31, 2021 | 98.50% |
November 30, 2021 | 98.50% |
October 31, 2021 | 98.50% |
September 30, 2021 | 98.50% |
August 31, 2021 | 98.50% |
July 31, 2021 | 98.50% |
June 30, 2021 | 98.50% |
May 31, 2021 | 98.50% |
April 30, 2021 | 98.50% |
March 31, 2021 | 98.50% |
February 28, 2021 | 98.50% |
January 31, 2021 | 98.50% |
December 31, 2020 | 98.50% |
November 30, 2020 | 98.50% |
October 31, 2020 | 98.50% |
September 30, 2020 | 98.50% |
August 31, 2020 | 98.50% |
July 31, 2020 | 98.50% |
June 30, 2020 | 98.50% |
May 31, 2020 | 98.50% |
April 30, 2020 | 98.50% |
March 31, 2020 | 98.50% |
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
98.42%
Minimum
May 2022
98.50%
Maximum
May 2019
98.47%
Average
98.50%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Ameren Corp | 29.09% |
CMS Energy Corp | 29.55% |
Consolidated Edison Inc | 30.91% |
Clearway Energy Inc | 51.51% |
Vistra Corp | 53.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.31 |
Beta (5Y) | -0.0197 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 164.6% |
Historical Sharpe Ratio (5Y) | -0.1248 |
Historical Sortino (5Y) | -0.3777 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.78% |