Pennon Group PLC (PEGRF)
8.41
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Pennon Group Max Drawdown (5Y): 60.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.17% |
| March 31, 2024 | 60.17% |
| February 29, 2024 | 60.17% |
| January 31, 2024 | 60.17% |
| December 31, 2023 | 60.17% |
| November 30, 2023 | 60.17% |
| October 31, 2023 | 60.17% |
| September 30, 2023 | 60.17% |
| August 31, 2023 | 55.57% |
| July 31, 2023 | 55.57% |
| June 30, 2023 | 55.57% |
| May 31, 2023 | 55.57% |
| April 30, 2023 | 55.57% |
| March 31, 2023 | 55.57% |
| February 28, 2023 | 55.57% |
| January 31, 2023 | 55.57% |
| December 31, 2022 | 55.57% |
| November 30, 2022 | 55.57% |
| October 31, 2022 | 55.57% |
| September 30, 2022 | 55.57% |
| August 31, 2022 | 40.76% |
| July 31, 2022 | 40.53% |
| June 30, 2022 | 39.45% |
| May 31, 2022 | 39.45% |
| April 30, 2022 | 39.45% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.45% |
| February 28, 2022 | 39.45% |
| January 31, 2022 | 39.45% |
| December 31, 2021 | 39.45% |
| November 30, 2021 | 39.45% |
| October 31, 2021 | 39.45% |
| September 30, 2021 | 39.45% |
| August 31, 2021 | 39.45% |
| July 31, 2021 | 39.45% |
| June 30, 2021 | 39.45% |
| May 31, 2021 | 39.45% |
| April 30, 2021 | 39.45% |
| March 31, 2021 | 39.45% |
| February 28, 2021 | 39.45% |
| January 31, 2021 | 39.45% |
| December 31, 2020 | 39.45% |
| November 30, 2020 | 39.45% |
| October 31, 2020 | 39.45% |
| September 30, 2020 | 39.45% |
| August 31, 2020 | 39.45% |
| July 31, 2020 | 39.45% |
| June 30, 2020 | 39.45% |
| May 31, 2020 | 39.45% |
| April 30, 2020 | 39.45% |
| March 31, 2020 | 39.45% |
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
39.45%
Minimum
May 2019
60.17%
Maximum
Sep 2023
45.48%
Average
39.45%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| National Grid PLC | 39.19% |
| Centrica PLC | 88.14% |
| Drax Group PLC | -- |
| Atlantica Sustainable Infrastructure PLC | 58.03% |
| ReNew Energy Global PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.14 |
| Beta (5Y) | 0.5891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.09% |
| Historical Sharpe Ratio (5Y) | -0.1188 |
| Historical Sortino (5Y) | -0.2013 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.90% |