Centrica PLC (CPYYY)
7.367
-0.12
(-1.54%)
USD |
OTCM |
May 16, 15:14
Centrica Max Drawdown (5Y): 88.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.14% |
March 31, 2024 | 88.14% |
February 29, 2024 | 88.14% |
January 31, 2024 | 88.14% |
December 31, 2023 | 88.14% |
November 30, 2023 | 88.14% |
October 31, 2023 | 88.14% |
September 30, 2023 | 88.14% |
August 31, 2023 | 88.14% |
July 31, 2023 | 88.14% |
June 30, 2023 | 88.14% |
May 31, 2023 | 88.14% |
April 30, 2023 | 88.14% |
March 31, 2023 | 88.14% |
February 28, 2023 | 88.14% |
January 31, 2023 | 88.14% |
December 31, 2022 | 88.14% |
November 30, 2022 | 88.14% |
October 31, 2022 | 88.14% |
September 30, 2022 | 88.14% |
August 31, 2022 | 88.14% |
July 31, 2022 | 88.14% |
June 30, 2022 | 88.14% |
May 31, 2022 | 88.14% |
April 30, 2022 | 88.14% |
Date | Value |
---|---|
March 31, 2022 | 88.14% |
February 28, 2022 | 88.14% |
January 31, 2022 | 88.14% |
December 31, 2021 | 88.14% |
November 30, 2021 | 88.14% |
October 31, 2021 | 88.14% |
September 30, 2021 | 88.14% |
August 31, 2021 | 88.14% |
July 31, 2021 | 88.14% |
June 30, 2021 | 88.14% |
May 31, 2021 | 88.14% |
April 30, 2021 | 88.14% |
March 31, 2021 | 88.14% |
February 28, 2021 | 88.14% |
January 31, 2021 | 88.14% |
December 31, 2020 | 88.14% |
November 30, 2020 | 88.14% |
October 31, 2020 | 88.14% |
September 30, 2020 | 88.14% |
August 31, 2020 | 88.14% |
July 31, 2020 | 88.14% |
June 30, 2020 | 88.14% |
May 31, 2020 | 88.14% |
April 30, 2020 | 88.14% |
March 31, 2020 | 86.14% |
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
68.98%
Minimum
May 2019
88.14%
Maximum
Apr 2020
86.01%
Average
88.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.65 |
Beta (5Y) | 1.292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.38% |
Historical Sharpe Ratio (5Y) | 0.0826 |
Historical Sortino (5Y) | 0.099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.17% |