Uniper SE (UNPRF)
50.00
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Uniper Max Drawdown (5Y): 94.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.85% |
| September 30, 2024 | 94.85% |
| August 31, 2024 | 94.85% |
| July 31, 2024 | 94.85% |
| June 30, 2024 | 94.57% |
| May 31, 2024 | 94.57% |
| April 30, 2024 | 94.57% |
| March 31, 2024 | 94.57% |
| February 29, 2024 | 94.57% |
| January 31, 2024 | 94.57% |
| December 31, 2023 | 94.57% |
| November 30, 2023 | 94.57% |
| October 31, 2023 | 94.57% |
| September 30, 2023 | 94.57% |
| August 31, 2023 | 94.57% |
| July 31, 2023 | 94.57% |
| June 30, 2023 | 94.57% |
| May 31, 2023 | 94.57% |
| April 30, 2023 | 94.57% |
| March 31, 2023 | 94.57% |
| February 28, 2023 | 94.57% |
| January 31, 2023 | 94.57% |
| December 31, 2022 | 94.57% |
| November 30, 2022 | 92.98% |
| October 31, 2022 | 92.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.82% |
| August 31, 2022 | 87.56% |
| July 31, 2022 | 86.02% |
| June 30, 2022 | 66.09% |
| May 31, 2022 | 52.23% |
| April 30, 2022 | 52.23% |
| March 31, 2022 | 52.23% |
| February 28, 2022 | 24.35% |
| January 31, 2022 | 24.35% |
| December 31, 2021 | 24.35% |
| November 30, 2021 | 24.35% |
| October 31, 2021 | 24.35% |
| September 30, 2021 | 24.35% |
| August 31, 2021 | 24.35% |
| July 31, 2021 | 24.35% |
| June 30, 2021 | 24.35% |
| May 31, 2021 | 24.35% |
| April 30, 2021 | 24.35% |
| March 31, 2021 | 24.35% |
| February 28, 2021 | 24.35% |
| January 31, 2021 | 24.35% |
| December 31, 2020 | 24.35% |
| November 30, 2020 | 24.35% |
| October 31, 2020 | 24.35% |
| September 30, 2020 | 24.35% |
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
21.85%
Minimum
Nov 2019
94.85%
Maximum
Jul 2024
58.68%
Average
52.23%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| E.ON SE | 46.91% |
| RWE AG | 42.67% |
| Encavis AG | -- |
| Exelon Corp | 39.86% |
| Constellation Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -54.89 |
| Beta (5Y) | 0.9160 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.45% |
| Historical Sharpe Ratio (5Y) | -0.6579 |
| Historical Sortino (5Y) | -0.8287 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.31% |