Sunrun Inc (RUN)
10.22
+0.51
(+5.25%)
USD |
NASDAQ |
Apr 26, 15:21
Sunrun Max Drawdown (5Y): 90.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.84% |
| February 29, 2024 | 90.84% |
| January 31, 2024 | 90.84% |
| December 31, 2023 | 90.84% |
| November 30, 2023 | 90.84% |
| October 31, 2023 | 90.84% |
| September 30, 2023 | 87.25% |
| August 31, 2023 | 85.94% |
| July 31, 2023 | 84.84% |
| June 30, 2023 | 84.84% |
| May 31, 2023 | 84.84% |
| April 30, 2023 | 82.35% |
| March 31, 2023 | 82.35% |
| February 28, 2023 | 81.41% |
| January 31, 2023 | 81.41% |
| December 31, 2022 | 81.41% |
| November 30, 2022 | 81.41% |
| October 31, 2022 | 81.41% |
| September 30, 2022 | 81.41% |
| August 31, 2022 | 81.41% |
| July 31, 2022 | 81.41% |
| June 30, 2022 | 81.41% |
| May 31, 2022 | 81.41% |
| April 30, 2022 | 79.36% |
| March 31, 2022 | 79.28% |
| Date | Value |
|---|---|
| February 28, 2022 | 79.28% |
| January 31, 2022 | 75.89% |
| December 31, 2021 | 67.42% |
| November 30, 2021 | 65.72% |
| October 31, 2021 | 65.72% |
| September 30, 2021 | 65.72% |
| August 31, 2021 | 66.30% |
| July 31, 2021 | 66.30% |
| June 30, 2021 | 66.30% |
| May 31, 2021 | 66.30% |
| April 30, 2021 | 66.30% |
| March 31, 2021 | 66.30% |
| February 28, 2021 | 66.30% |
| January 31, 2021 | 66.30% |
| December 31, 2020 | 66.30% |
| November 30, 2020 | 66.30% |
| October 31, 2020 | 66.30% |
| September 30, 2020 | 66.30% |
| August 31, 2020 | 66.30% |
| July 31, 2020 | 66.30% |
| June 30, 2020 | 66.30% |
| May 31, 2020 | 66.30% |
| April 30, 2020 | 66.30% |
| March 31, 2020 | 66.30% |
| February 29, 2020 | 66.30% |
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
65.72%
Minimum
Sep 2021
90.84%
Maximum
Oct 2023
74.21%
Average
66.30%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Sunnova Energy International Inc | -- |
| First Solar Inc | 61.26% |
| SunPower Corp | 95.39% |
| Enphase Energy Inc | 77.51% |
| Array Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.40 |
| Beta (5Y) | 2.461 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.66% |
| Historical Sharpe Ratio (5Y) | -0.0354 |
| Historical Sortino (5Y) | -0.0798 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.50% |