Energy World Corp Ltd (EWCLF)
0.0016
0.00 (0.00%)
USD |
OTCM |
Nov 12, 16:00
Energy World Max Drawdown (5Y): 99.64% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.64% |
| August 31, 2024 | 99.64% |
| July 31, 2024 | 99.24% |
| June 30, 2024 | 99.16% |
| May 31, 2024 | 98.20% |
| April 30, 2024 | 98.20% |
| March 31, 2024 | 97.78% |
| February 29, 2024 | 97.78% |
| January 31, 2024 | 97.78% |
| December 31, 2023 | 97.78% |
| November 30, 2023 | 97.78% |
| October 31, 2023 | 94.89% |
| September 30, 2023 | 91.11% |
| August 31, 2023 | 90.67% |
| July 31, 2023 | 90.36% |
| June 30, 2023 | 90.36% |
| May 31, 2023 | 90.36% |
| April 30, 2023 | 90.36% |
| March 31, 2023 | 90.36% |
| February 28, 2023 | 90.36% |
| January 31, 2023 | 90.36% |
| December 31, 2022 | 90.36% |
| November 30, 2022 | 90.36% |
| October 31, 2022 | 90.36% |
| September 30, 2022 | 90.36% |
| Date | Value |
|---|---|
| August 31, 2022 | 90.36% |
| July 31, 2022 | 90.36% |
| June 30, 2022 | 90.36% |
| May 31, 2022 | 90.36% |
| April 30, 2022 | 90.36% |
| March 31, 2022 | 90.36% |
| February 28, 2022 | 90.36% |
| January 31, 2022 | 90.36% |
| December 31, 2021 | 90.36% |
| November 30, 2021 | 90.36% |
| October 31, 2021 | 90.36% |
| September 30, 2021 | 90.36% |
| August 31, 2021 | 90.36% |
| July 31, 2021 | 90.36% |
| June 30, 2021 | 90.36% |
| May 31, 2021 | 90.36% |
| April 30, 2021 | 90.36% |
| March 31, 2021 | 90.36% |
| February 28, 2021 | 90.36% |
| January 31, 2021 | 90.36% |
| December 31, 2020 | 90.36% |
| November 30, 2020 | 90.36% |
| October 31, 2020 | 90.36% |
| September 30, 2020 | 90.36% |
| August 31, 2020 | 90.36% |
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
90.36%
Minimum
Nov 2019
99.64%
Maximum
Aug 2024
91.96%
Average
90.36%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Origin Energy Ltd | 75.51% |
| Renu Energy Ltd | 98.38% |
| Carnegie Clean Energy Ltd | 99.89% |
| AGL Energy Ltd | 77.09% |
| Frontier Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.25 |
| Beta (5Y) | 0.5402 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 352.0% |
| Historical Sharpe Ratio (5Y) | -0.153 |
| Historical Sortino (5Y) | -0.6892 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 58.24% |