Sunrun Inc (RUN)

10.12 +0.02 (+0.20%) USD  |  NASDAQ  |  Dec 24, 16:00
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Sunrun Max Drawdown (5Y): 90.84% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Sunnova Energy International Inc 94.20%
Universal Solar Technology Inc --
SunHydrogen Inc 96.51%
SolarMax Technology Inc --
Enphase Energy Inc 82.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -39.95
Beta (5Y) 2.538
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 95.04%
Historical Sharpe Ratio (5Y) -0.0637
Historical Sortino (5Y) -0.1459
Monthly Value at Risk (VaR) 5% (5Y Lookback) 34.35%