SolarEdge Technologies Inc (SEDG)
57.86
+1.09
(+1.92%)
USD |
NASDAQ |
Apr 24, 16:00
57.45
-0.41
(-0.71%)
After-Hours: 20:00
SolarEdge Technologies Max Drawdown (5Y): 83.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 70.97% |
July 31, 2020 | 70.97% |
June 30, 2020 | 70.97% |
May 31, 2020 | 70.97% |
April 30, 2020 | 70.97% |
March 31, 2020 | 70.97% |
February 29, 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
83.29%
Maximum
Mar 2024
65.95%
Average
70.97%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
First Solar Inc | 61.26% |
SunPower Corp | 95.39% |
Enphase Energy Inc | 77.51% |
Canadian Solar Inc | 71.97% |
Array Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.181 |
Beta (5Y) | 1.508 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.17% |
Historical Sharpe Ratio (5Y) | 0.1688 |
Historical Sortino (5Y) | 0.2989 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.08% |