ENN Energy Holdings Ltd. (XNGSY)
25.35
+0.20
(+0.82%)
USD |
OTCM |
Oct 09, 16:00
ENN Energy Holdings Max Drawdown (5Y) : 71.83% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 71.83% |
| August 31, 2026 | 71.83% |
| July 31, 2026 | 71.83% |
| June 30, 2026 | 71.83% |
| May 31, 2026 | 71.50% |
| April 30, 2026 | 71.50% |
| March 31, 2026 | 71.50% |
| February 28, 2026 | 71.50% |
| January 31, 2026 | 71.50% |
| December 31, 2025 | 71.50% |
| November 30, 2025 | 71.50% |
| October 31, 2025 | 71.50% |
| September 30, 2025 | 71.50% |
| August 31, 2025 | 71.50% |
| July 31, 2025 | 71.50% |
| June 30, 2025 | 71.50% |
| May 31, 2025 | 71.50% |
| April 30, 2025 | 71.50% |
| March 31, 2025 | 71.50% |
| February 28, 2025 | 71.50% |
| January 31, 2025 | 71.50% |
| December 31, 2024 | 71.50% |
| November 30, 2024 | 71.50% |
| October 31, 2024 | 71.50% |
| September 30, 2024 | 71.50% |
| Date | Value |
|---|---|
| August 31, 2024 | 69.76% |
| July 31, 2024 | 69.76% |
| June 30, 2024 | 69.76% |
| May 31, 2024 | 69.76% |
| April 30, 2024 | 69.76% |
| March 31, 2024 | 69.76% |
| February 29, 2024 | 69.76% |
| January 31, 2024 | 69.76% |
| December 31, 2023 | 69.76% |
| November 30, 2023 | 67.59% |
| October 31, 2023 | 67.16% |
| September 30, 2023 | 67.16% |
| August 31, 2023 | 62.85% |
| July 31, 2023 | 54.71% |
| June 30, 2023 | 54.71% |
| May 31, 2023 | 54.71% |
| April 30, 2023 | 54.71% |
| March 31, 2023 | 54.71% |
| February 28, 2023 | 54.71% |
| January 31, 2023 | 54.71% |
| December 31, 2022 | 54.71% |
| November 30, 2022 | 54.71% |
| October 31, 2022 | 54.71% |
| September 30, 2022 | 46.14% |
| August 31, 2022 | 46.14% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Atmos Energy Corp. | 23.03% |
| Chesapeake Utilities Corp. | 38.67% |
| Spire Inc. | 27.44% |
| MDU Resources Group, Inc. | 25.25% |
| New Jersey Resources Corp. | 27.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.24 |
| Beta (5Y) | 0.3139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.58% |
| Historical Sharpe Ratio (5Y) | -0.4692 |
| Historical Sortino (5Y) | -0.7449 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.65% |