TERNA Rete Elettrica Nazionale SpA (TERRF)
10.95
0.00 (0.00%)
USD |
OTCM |
Aug 24, 16:00
TERNA Rete Elettrica Nazionale Max Drawdown (5Y) : 36.53% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 36.53% |
| June 30, 2026 | 36.53% |
| May 31, 2026 | 36.53% |
| April 30, 2026 | 36.53% |
| March 31, 2026 | 36.53% |
| February 28, 2026 | 36.53% |
| January 31, 2026 | 36.53% |
| December 31, 2025 | 36.53% |
| November 30, 2025 | 36.53% |
| October 31, 2025 | 36.53% |
| September 30, 2025 | 36.53% |
| August 31, 2025 | 36.53% |
| July 31, 2025 | 36.53% |
| June 30, 2025 | 36.53% |
| May 31, 2025 | 36.53% |
| April 30, 2025 | 36.53% |
| March 31, 2025 | 36.53% |
| February 28, 2025 | 36.53% |
| January 31, 2025 | 36.53% |
| December 31, 2024 | 36.53% |
| November 30, 2024 | 36.53% |
| October 31, 2024 | 36.53% |
| September 30, 2024 | 36.53% |
| August 31, 2024 | 36.53% |
| July 31, 2024 | 36.53% |
| Date | Value |
|---|---|
| June 30, 2024 | 36.53% |
| May 31, 2024 | 36.53% |
| April 30, 2024 | 36.53% |
| March 31, 2024 | 36.53% |
| February 29, 2024 | 36.53% |
| January 31, 2024 | 36.53% |
| December 31, 2023 | 36.53% |
| November 30, 2023 | 36.53% |
| October 31, 2023 | 36.53% |
| September 30, 2023 | 36.53% |
| August 31, 2023 | 36.53% |
| July 31, 2023 | 36.53% |
| June 30, 2023 | 36.53% |
| May 31, 2023 | 36.53% |
| April 30, 2023 | 36.53% |
| March 31, 2023 | 36.53% |
| February 28, 2023 | 36.53% |
| January 31, 2023 | 36.53% |
| December 31, 2022 | 36.53% |
| November 30, 2022 | 36.53% |
| October 31, 2022 | 36.53% |
| September 30, 2022 | 22.76% |
| August 31, 2022 | 22.76% |
| July 31, 2022 | 22.76% |
| June 30, 2022 | 18.53% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Enel SpA | 61.04% |
| American Electric Power Co., Inc. | 29.55% |
| Companhia Energética de Minas Gerais SA | 31.55% |
| Duke Energy Corp. | 24.16% |
| Empresa Distribuidora y Comercializadora Norte SA | 93.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.454 |
| Beta (5Y) | 0.3223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.89% |
| Historical Sharpe Ratio (5Y) | 0.3848 |
| Historical Sortino (5Y) | 0.575 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.17% |