Naturgy Energy Group SA (GASNY)
5.14
+0.06
(+1.26%)
USD |
OTCM |
May 03, 16:00
Naturgy Energy Group Max Drawdown (5Y): 44.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.85% |
March 31, 2024 | 44.85% |
February 29, 2024 | 44.85% |
January 31, 2024 | 44.85% |
December 31, 2023 | 44.85% |
November 30, 2023 | 44.85% |
October 31, 2023 | 44.85% |
September 30, 2023 | 44.85% |
August 31, 2023 | 44.85% |
July 31, 2023 | 44.85% |
June 30, 2023 | 44.85% |
May 31, 2023 | 44.85% |
April 30, 2023 | 44.85% |
March 31, 2023 | 44.85% |
February 28, 2023 | 44.85% |
January 31, 2023 | 44.85% |
December 31, 2022 | 44.85% |
November 30, 2022 | 44.85% |
October 31, 2022 | 44.85% |
September 30, 2022 | 44.85% |
August 31, 2022 | 44.85% |
July 31, 2022 | 44.85% |
June 30, 2022 | 44.85% |
May 31, 2022 | 44.85% |
April 30, 2022 | 44.85% |
Date | Value |
---|---|
March 31, 2022 | 44.85% |
February 28, 2022 | 44.85% |
January 31, 2022 | 44.85% |
December 31, 2021 | 44.85% |
November 30, 2021 | 44.85% |
October 31, 2021 | 44.85% |
September 30, 2021 | 44.85% |
August 31, 2021 | 44.85% |
July 31, 2021 | 44.85% |
June 30, 2021 | 44.85% |
May 31, 2021 | 44.85% |
April 30, 2021 | 44.85% |
March 31, 2021 | 44.85% |
February 28, 2021 | 44.85% |
January 31, 2021 | 44.85% |
December 31, 2020 | 44.85% |
November 30, 2020 | 44.85% |
October 31, 2020 | 44.85% |
September 30, 2020 | 44.85% |
August 31, 2020 | 44.85% |
July 31, 2020 | 44.85% |
June 30, 2020 | 44.85% |
May 31, 2020 | 44.85% |
April 30, 2020 | 44.85% |
March 31, 2020 | 44.85% |
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
43.61%
Minimum
May 2019
44.85%
Maximum
Mar 2020
44.65%
Average
44.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Iberdrola SA | 37.13% |
Redeia Corporacion SA | 33.60% |
Endesa SA | 50.38% |
EDP Renovaveis SA | 56.67% |
Solaria Energia y Medio Ambiente SA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.026 |
Beta (5Y) | 0.8499 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.23% |
Historical Sharpe Ratio (5Y) | 0.0478 |
Historical Sortino (5Y) | 0.0636 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.76% |