Renu Energy Ltd (GDYMF)
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OTCM |
Nov 13, 16:00
Renu Energy Max Drawdown (5Y): 98.38% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.38% |
| August 31, 2024 | 98.38% |
| July 31, 2024 | 98.38% |
| June 30, 2024 | 98.38% |
| May 31, 2024 | 88.89% |
| April 30, 2024 | 88.89% |
| March 31, 2024 | 88.89% |
| February 29, 2024 | 88.89% |
| January 31, 2024 | 88.89% |
| December 31, 2023 | 88.89% |
| November 30, 2023 | 88.89% |
| October 31, 2023 | 88.89% |
| September 30, 2023 | 88.89% |
| August 31, 2023 | 91.20% |
| July 31, 2023 | 91.20% |
| June 30, 2023 | 91.20% |
| May 31, 2023 | 91.20% |
| April 30, 2023 | 93.08% |
| March 31, 2023 | 93.08% |
| February 28, 2023 | 93.08% |
| January 31, 2023 | 93.08% |
| December 31, 2022 | 93.08% |
| November 30, 2022 | 93.08% |
| October 31, 2022 | 93.08% |
| September 30, 2022 | 93.08% |
| Date | Value |
|---|---|
| August 31, 2022 | 93.08% |
| July 31, 2022 | 93.08% |
| June 30, 2022 | 93.08% |
| May 31, 2022 | 93.08% |
| April 30, 2022 | 93.08% |
| March 31, 2022 | 93.08% |
| February 28, 2022 | 93.08% |
| January 31, 2022 | 93.38% |
| December 31, 2021 | 95.33% |
| November 30, 2021 | 95.33% |
| October 31, 2021 | 95.33% |
| September 30, 2021 | 95.33% |
| August 31, 2021 | 95.33% |
| July 31, 2021 | 95.33% |
| June 30, 2021 | 95.33% |
| May 31, 2021 | 95.33% |
| April 30, 2021 | 95.33% |
| March 31, 2021 | 95.33% |
| February 28, 2021 | 95.33% |
| January 31, 2021 | 95.33% |
| December 31, 2020 | 97.60% |
| November 30, 2020 | 97.60% |
| October 31, 2020 | 97.60% |
| September 30, 2020 | 97.60% |
| August 31, 2020 | 97.60% |
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
88.89%
Minimum
Sep 2023
99.07%
Maximum
Nov 2019
94.41%
Average
95.33%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Origin Energy Ltd | 75.51% |
| Carnegie Clean Energy Ltd | 99.89% |
| Energy World Corp Ltd | 99.64% |
| AGL Energy Ltd | 77.09% |
| Frontier Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.03 |
| Beta (5Y) | 0.846 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 375.8% |
| Historical Sharpe Ratio (5Y) | -0.0225 |
| Historical Sortino (5Y) | -0.1159 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 63.24% |