ENN Energy Holdings Ltd (XNGSY)
35.89
-0.65
(-1.78%)
USD |
OTCM |
May 08, 15:59
ENN Energy Holdings Max Drawdown (5Y): 69.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 46.14% |
| June 30, 2022 | 46.14% |
| May 31, 2022 | 46.14% |
| April 30, 2022 | 46.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 46.14% |
| February 28, 2022 | 37.94% |
| January 31, 2022 | 37.06% |
| December 31, 2021 | 37.06% |
| November 30, 2021 | 37.06% |
| October 31, 2021 | 44.31% |
| September 30, 2021 | 47.39% |
| August 31, 2021 | 47.39% |
| July 31, 2021 | 47.39% |
| June 30, 2021 | 47.39% |
| May 31, 2021 | 47.39% |
| April 30, 2021 | 47.39% |
| March 31, 2021 | 47.39% |
| February 28, 2021 | 47.39% |
| January 31, 2021 | 47.39% |
| December 31, 2020 | 47.39% |
| November 30, 2020 | 47.39% |
| October 31, 2020 | 47.39% |
| September 30, 2020 | 47.39% |
| August 31, 2020 | 47.39% |
| July 31, 2020 | 47.39% |
| June 30, 2020 | 47.39% |
| May 31, 2020 | 47.39% |
| April 30, 2020 | 47.39% |
| March 31, 2020 | 47.39% |
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
37.06%
Minimum
Nov 2021
69.76%
Maximum
Dec 2023
50.86%
Average
47.39%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.000 |
| Beta (5Y) | 0.6526 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.34% |
| Historical Sharpe Ratio (5Y) | -0.0451 |
| Historical Sortino (5Y) | -0.0696 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.60% |