Pampa Energia SA (PAM)
82.28
+0.39
(+0.48%)
USD |
NYSE |
Nov 21, 16:00
83.00
+0.72
(+0.88%)
After-Hours: 20:00
Pampa Energia Max Drawdown (5Y): 87.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 87.41% |
September 30, 2024 | 87.41% |
August 31, 2024 | 87.41% |
July 31, 2024 | 87.41% |
June 30, 2024 | 87.41% |
May 31, 2024 | 87.41% |
April 30, 2024 | 87.41% |
March 31, 2024 | 87.41% |
February 29, 2024 | 87.41% |
January 31, 2024 | 87.41% |
December 31, 2023 | 87.41% |
November 30, 2023 | 87.41% |
October 31, 2023 | 87.41% |
September 30, 2023 | 87.41% |
August 31, 2023 | 87.41% |
July 31, 2023 | 87.41% |
June 30, 2023 | 87.41% |
May 31, 2023 | 87.41% |
April 30, 2023 | 87.41% |
March 31, 2023 | 87.41% |
February 28, 2023 | 87.41% |
January 31, 2023 | 87.41% |
December 31, 2022 | 87.41% |
November 30, 2022 | 87.41% |
October 31, 2022 | 87.41% |
Date | Value |
---|---|
September 30, 2022 | 87.41% |
August 31, 2022 | 87.41% |
July 31, 2022 | 87.41% |
June 30, 2022 | 87.41% |
May 31, 2022 | 87.41% |
April 30, 2022 | 87.41% |
March 31, 2022 | 87.41% |
February 28, 2022 | 87.41% |
January 31, 2022 | 87.41% |
December 31, 2021 | 87.41% |
November 30, 2021 | 87.41% |
October 31, 2021 | 87.41% |
September 30, 2021 | 87.41% |
August 31, 2021 | 87.41% |
July 31, 2021 | 87.41% |
June 30, 2021 | 87.41% |
May 31, 2021 | 87.41% |
April 30, 2021 | 87.41% |
March 31, 2021 | 87.41% |
February 28, 2021 | 87.41% |
January 31, 2021 | 87.41% |
December 31, 2020 | 87.41% |
November 30, 2020 | 87.41% |
October 31, 2020 | 87.41% |
September 30, 2020 | 87.41% |
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
82.94%
Minimum
Nov 2019
87.41%
Maximum
Mar 2020
87.12%
Average
87.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 20.14 |
Beta (5Y) | 0.8800 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.44% |
Historical Sharpe Ratio (5Y) | 0.8195 |
Historical Sortino (5Y) | 1.612 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.23% |