Redeia Corporacion SA (RDEIY)
8.66
+0.15
(+1.76%)
USD |
OTCM |
Nov 14, 11:59
Redeia Corporacion Max Drawdown (5Y): 33.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.60% |
| September 30, 2024 | 33.60% |
| August 31, 2024 | 33.60% |
| July 31, 2024 | 33.60% |
| June 30, 2024 | 33.60% |
| May 31, 2024 | 33.60% |
| April 30, 2024 | 33.60% |
| March 31, 2024 | 33.60% |
| February 29, 2024 | 33.60% |
| January 31, 2024 | 33.60% |
| December 31, 2023 | 33.60% |
| November 30, 2023 | 33.60% |
| October 31, 2023 | 33.60% |
| September 30, 2023 | 33.60% |
| August 31, 2023 | 33.60% |
| July 31, 2023 | 33.60% |
| June 30, 2023 | 33.60% |
| May 31, 2023 | 33.60% |
| April 30, 2023 | 33.60% |
| March 31, 2023 | 33.60% |
| February 28, 2023 | 33.60% |
| January 31, 2023 | 33.60% |
| December 31, 2022 | 33.60% |
| November 30, 2022 | 33.60% |
| October 31, 2022 | 33.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.60% |
| August 31, 2022 | 33.60% |
| July 31, 2022 | 33.60% |
| June 30, 2022 | 33.60% |
| May 31, 2022 | 33.60% |
| April 30, 2022 | 33.60% |
| March 31, 2022 | 33.60% |
| February 28, 2022 | 33.60% |
| January 31, 2022 | 33.60% |
| December 31, 2021 | 33.60% |
| November 30, 2021 | 33.60% |
| October 31, 2021 | 33.60% |
| September 30, 2021 | 33.60% |
| August 31, 2021 | 33.60% |
| July 31, 2021 | 33.60% |
| June 30, 2021 | 33.60% |
| May 31, 2021 | 33.60% |
| April 30, 2021 | 33.60% |
| March 31, 2021 | 33.60% |
| February 28, 2021 | 33.60% |
| January 31, 2021 | 33.60% |
| December 31, 2020 | 33.60% |
| November 30, 2020 | 33.60% |
| October 31, 2020 | 33.60% |
| September 30, 2020 | 33.60% |
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
24.81%
Minimum
Nov 2019
33.60%
Maximum
Mar 2020
33.02%
Average
33.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Iberdrola SA | 37.13% |
| Enagas SA | 39.88% |
| Endesa SA | 50.38% |
| EDP Renovaveis SA | 56.67% |
| Solaria Energia y Medio Ambiente SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.849 |
| Beta (5Y) | 0.6073 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.52% |
| Historical Sharpe Ratio (5Y) | 0.0925 |
| Historical Sortino (5Y) | 0.1222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.16% |