Galp Energia SGPS SA (GLPEY)
11.00
+0.12
(+1.10%)
USD |
OTCM |
Apr 26, 15:57
Galp Energia SGPS Max Drawdown (5Y): 58.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.00% |
| February 29, 2024 | 58.00% |
| January 31, 2024 | 58.00% |
| December 31, 2023 | 58.00% |
| November 30, 2023 | 58.00% |
| October 31, 2023 | 58.00% |
| September 30, 2023 | 58.00% |
| August 31, 2023 | 58.00% |
| July 31, 2023 | 58.00% |
| June 30, 2023 | 58.00% |
| May 31, 2023 | 58.00% |
| April 30, 2023 | 58.00% |
| March 31, 2023 | 58.00% |
| February 28, 2023 | 58.00% |
| January 31, 2023 | 58.00% |
| December 31, 2022 | 58.00% |
| November 30, 2022 | 58.00% |
| October 31, 2022 | 58.00% |
| September 30, 2022 | 58.00% |
| August 31, 2022 | 58.00% |
| July 31, 2022 | 58.00% |
| June 30, 2022 | 58.00% |
| May 31, 2022 | 58.00% |
| April 30, 2022 | 58.00% |
| March 31, 2022 | 58.00% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.00% |
| January 31, 2022 | 58.00% |
| December 31, 2021 | 58.00% |
| November 30, 2021 | 58.00% |
| October 31, 2021 | 58.00% |
| September 30, 2021 | 58.00% |
| August 31, 2021 | 58.00% |
| July 31, 2021 | 58.00% |
| June 30, 2021 | 58.00% |
| May 31, 2021 | 58.00% |
| April 30, 2021 | 58.00% |
| March 31, 2021 | 58.00% |
| February 28, 2021 | 58.00% |
| January 31, 2021 | 58.00% |
| December 31, 2020 | 58.00% |
| November 30, 2020 | 58.00% |
| October 31, 2020 | 58.00% |
| September 30, 2020 | 56.00% |
| August 31, 2020 | 56.00% |
| July 31, 2020 | 56.00% |
| June 30, 2020 | 56.68% |
| May 31, 2020 | 56.68% |
| April 30, 2020 | 56.68% |
| March 31, 2020 | 56.68% |
| February 29, 2020 | 56.68% |
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
56.00%
Minimum
Jul 2020
59.18%
Maximum
Apr 2019
57.87%
Average
58.00%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| BP PLC | 63.90% |
| TotalEnergies SE | 59.57% |
| OMV AG | 71.53% |
| Repsol SA | 65.13% |
| Shell PLC | 67.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.562 |
| Beta (5Y) | 0.6228 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.27% |
| Historical Sharpe Ratio (5Y) | 0.0983 |
| Historical Sortino (5Y) | 0.1525 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.20% |