SolarEdge Technologies Inc (SEDG)
18.86
+0.56
(+3.06%)
USD |
NASDAQ |
Nov 05, 16:00
18.89
+0.03
(+0.16%)
After-Hours: 16:07
SolarEdge Technologies Max Drawdown (5Y): 95.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.94% |
| September 30, 2024 | 95.15% |
| August 31, 2024 | 94.24% |
| July 31, 2024 | 93.49% |
| June 30, 2024 | 93.22% |
| May 31, 2024 | 87.18% |
| April 30, 2024 | 85.20% |
| March 31, 2024 | 83.29% |
| February 29, 2024 | 82.20% |
| January 31, 2024 | 81.95% |
| December 31, 2023 | 80.91% |
| November 30, 2023 | 80.91% |
| October 31, 2023 | 79.63% |
| September 30, 2023 | 65.45% |
| August 31, 2023 | 57.39% |
| July 31, 2023 | 51.26% |
| June 30, 2023 | 51.26% |
| May 31, 2023 | 51.26% |
| April 30, 2023 | 51.26% |
| March 31, 2023 | 51.26% |
| February 28, 2023 | 51.26% |
| January 31, 2023 | 51.26% |
| December 31, 2022 | 51.26% |
| November 30, 2022 | 51.26% |
| October 31, 2022 | 51.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.26% |
| August 31, 2022 | 51.26% |
| July 31, 2022 | 51.26% |
| June 30, 2022 | 51.26% |
| May 31, 2022 | 51.26% |
| April 30, 2022 | 54.38% |
| March 31, 2022 | 56.64% |
| February 28, 2022 | 62.80% |
| January 31, 2022 | 64.22% |
| December 31, 2021 | 67.54% |
| November 30, 2021 | 70.85% |
| October 31, 2021 | 70.85% |
| September 30, 2021 | 70.97% |
| August 31, 2021 | 70.97% |
| July 31, 2021 | 70.97% |
| June 30, 2021 | 70.97% |
| May 31, 2021 | 70.97% |
| April 30, 2021 | 70.97% |
| March 31, 2021 | 70.97% |
| February 28, 2021 | 70.97% |
| January 31, 2021 | 70.97% |
| December 31, 2020 | 70.97% |
| November 30, 2020 | 70.97% |
| October 31, 2020 | 70.97% |
| September 30, 2020 | 70.97% |
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
51.26%
Minimum
May 2022
95.94%
Maximum
Oct 2024
68.41%
Average
70.97%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Enphase Energy Inc | 77.51% |
| First Solar Inc | 61.26% |
| Canadian Solar Inc | 81.45% |
| Shoals Technologies Group Inc | -- |
| NEXTracker Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.32 |
| Beta (5Y) | 1.588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.56% |
| Historical Sharpe Ratio (5Y) | -0.4227 |
| Historical Sortino (5Y) | -0.7466 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.40% |