National Grid PLC (NGG)
68.64
+0.31
(+0.45%)
USD |
NYSE |
May 06, 16:00
68.64
0.00 (0.00%)
After-Hours: 18:58
National Grid Max Drawdown (5Y): 39.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.19% |
March 31, 2024 | 39.19% |
February 29, 2024 | 39.19% |
January 31, 2024 | 39.19% |
December 31, 2023 | 39.19% |
November 30, 2023 | 39.19% |
October 31, 2023 | 39.19% |
September 30, 2023 | 39.19% |
August 31, 2023 | 39.19% |
July 31, 2023 | 39.19% |
June 30, 2023 | 39.19% |
May 31, 2023 | 39.19% |
April 30, 2023 | 39.19% |
March 31, 2023 | 39.19% |
February 28, 2023 | 39.19% |
January 31, 2023 | 39.19% |
December 31, 2022 | 39.19% |
November 30, 2022 | 39.19% |
October 31, 2022 | 39.19% |
September 30, 2022 | 34.04% |
August 31, 2022 | 34.04% |
July 31, 2022 | 34.04% |
June 30, 2022 | 34.04% |
May 31, 2022 | 34.04% |
April 30, 2022 | 34.04% |
Date | Value |
---|---|
March 31, 2022 | 34.04% |
February 28, 2022 | 34.04% |
January 31, 2022 | 34.04% |
December 31, 2021 | 34.04% |
November 30, 2021 | 34.04% |
October 31, 2021 | 34.04% |
September 30, 2021 | 34.04% |
August 31, 2021 | 34.04% |
July 31, 2021 | 34.04% |
June 30, 2021 | 34.04% |
May 31, 2021 | 34.04% |
April 30, 2021 | 34.04% |
March 31, 2021 | 34.04% |
February 28, 2021 | 34.04% |
January 31, 2021 | 34.04% |
December 31, 2020 | 34.04% |
November 30, 2020 | 34.04% |
October 31, 2020 | 34.04% |
September 30, 2020 | 34.04% |
August 31, 2020 | 34.04% |
July 31, 2020 | 34.04% |
June 30, 2020 | 34.04% |
May 31, 2020 | 34.04% |
April 30, 2020 | 34.04% |
March 31, 2020 | 34.04% |
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
30.35%
Minimum
May 2019
39.19%
Maximum
Oct 2022
35.05%
Average
34.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
United Utilities Group PLC | 38.65% |
Centrica PLC | 88.14% |
Drax Group PLC | -- |
Atlantica Sustainable Infrastructure PLC | 58.03% |
ReNew Energy Global PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.2932 |
Beta (5Y) | 0.6502 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.79% |
Historical Sharpe Ratio (5Y) | 0.3169 |
Historical Sortino (5Y) | 0.4004 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.32% |