SSE PLC (SSEZY)
21.36
+0.12
(+0.56%)
USD |
OTCM |
May 01, 15:54
SSE Max Drawdown (5Y): 42.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.77% |
March 31, 2024 | 42.77% |
February 29, 2024 | 42.77% |
January 31, 2024 | 42.77% |
December 31, 2023 | 42.77% |
November 30, 2023 | 42.77% |
October 31, 2023 | 42.77% |
September 30, 2023 | 42.77% |
August 31, 2023 | 42.77% |
July 31, 2023 | 42.77% |
June 30, 2023 | 42.77% |
May 31, 2023 | 42.77% |
April 30, 2023 | 42.77% |
March 31, 2023 | 42.77% |
February 28, 2023 | 42.77% |
January 31, 2023 | 42.77% |
December 31, 2022 | 42.77% |
November 30, 2022 | 42.77% |
October 31, 2022 | 42.77% |
September 30, 2022 | 42.77% |
August 31, 2022 | 42.77% |
July 31, 2022 | 42.77% |
June 30, 2022 | 42.77% |
May 31, 2022 | 42.77% |
April 30, 2022 | 42.77% |
Date | Value |
---|---|
March 31, 2022 | 42.77% |
February 28, 2022 | 42.77% |
January 31, 2022 | 42.77% |
December 31, 2021 | 42.77% |
November 30, 2021 | 42.77% |
October 31, 2021 | 42.77% |
September 30, 2021 | 42.77% |
August 31, 2021 | 42.77% |
July 31, 2021 | 42.77% |
June 30, 2021 | 42.77% |
May 31, 2021 | 42.77% |
April 30, 2021 | 42.77% |
March 31, 2021 | 42.77% |
February 28, 2021 | 42.77% |
January 31, 2021 | 42.77% |
December 31, 2020 | 42.77% |
November 30, 2020 | 42.77% |
October 31, 2020 | 42.77% |
September 30, 2020 | 42.77% |
August 31, 2020 | 42.77% |
July 31, 2020 | 42.77% |
June 30, 2020 | 42.77% |
May 31, 2020 | 42.77% |
April 30, 2020 | 42.77% |
March 31, 2020 | 42.77% |
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
37.36%
Minimum
May 2019
42.77%
Maximum
Mar 2020
41.86%
Average
42.77%
Median
Mar 2020
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) | 2.453 |
Beta (5Y) | 0.8036 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.51% |
Historical Sharpe Ratio (5Y) | 0.3865 |
Historical Sortino (5Y) | 0.5008 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.09% |