Terna Energy SA (TREAF)
13.64
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Terna Energy Max Drawdown (5Y): 8.76% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 8.76% |
April 30, 2024 | 8.76% |
March 31, 2024 | 8.76% |
February 29, 2024 | 8.76% |
January 31, 2024 | 8.76% |
December 31, 2023 | 8.76% |
November 30, 2023 | 8.76% |
October 31, 2023 | 8.76% |
September 30, 2023 | 8.76% |
August 31, 2023 | 8.76% |
July 31, 2023 | 8.76% |
June 30, 2023 | 8.76% |
May 31, 2023 | 8.76% |
April 30, 2023 | 8.76% |
March 31, 2023 | 8.76% |
February 28, 2023 | 8.76% |
January 31, 2023 | 8.76% |
December 31, 2022 | 8.76% |
November 30, 2022 | 8.76% |
October 31, 2022 | 8.76% |
September 30, 2022 | 8.76% |
August 31, 2022 | 8.76% |
July 31, 2022 | 8.76% |
June 30, 2022 | 8.76% |
May 31, 2022 | 8.76% |
Date | Value |
---|---|
April 30, 2022 | 8.76% |
March 31, 2022 | 8.76% |
February 28, 2022 | 8.76% |
January 31, 2022 | 8.76% |
December 31, 2021 | 8.76% |
November 30, 2021 | 8.76% |
October 31, 2021 | 8.76% |
September 30, 2021 | 7.85% |
August 31, 2021 | 7.85% |
July 31, 2021 | 7.85% |
June 30, 2021 | 7.85% |
May 31, 2021 | 14.37% |
April 30, 2021 | 14.37% |
March 31, 2021 | 14.37% |
February 28, 2021 | 14.37% |
January 31, 2021 | 14.37% |
December 31, 2020 | 14.37% |
November 30, 2020 | 14.37% |
October 31, 2020 | 14.37% |
September 30, 2020 | 14.37% |
August 31, 2020 | 14.37% |
July 31, 2020 | 14.37% |
June 30, 2020 | 14.37% |
May 31, 2020 | 14.37% |
April 30, 2020 | 14.37% |
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
7.85%
Minimum
Jun 2021
14.37%
Maximum
Jul 2019
10.89%
Average
8.76%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.14 |
Beta (5Y) | 0.2079 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.82% |
Historical Sharpe Ratio (5Y) | 0.7245 |
Historical Sortino (5Y) | 3.336 |