Centrica PLC (CPYYF)
1.512
+0.01
(+0.81%)
USD |
OTCM |
Nov 21, 16:00
Centrica Max Drawdown (5Y): 88.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 88.07% |
September 30, 2024 | 88.07% |
August 31, 2024 | 88.07% |
July 31, 2024 | 88.07% |
June 30, 2024 | 88.07% |
May 31, 2024 | 88.07% |
April 30, 2024 | 88.07% |
March 31, 2024 | 88.07% |
February 29, 2024 | 88.07% |
January 31, 2024 | 88.07% |
December 31, 2023 | 88.07% |
November 30, 2023 | 88.07% |
October 31, 2023 | 88.07% |
September 30, 2023 | 88.07% |
August 31, 2023 | 88.07% |
July 31, 2023 | 88.07% |
June 30, 2023 | 88.07% |
May 31, 2023 | 88.07% |
April 30, 2023 | 88.07% |
March 31, 2023 | 88.07% |
February 28, 2023 | 88.07% |
January 31, 2023 | 88.07% |
December 31, 2022 | 88.07% |
November 30, 2022 | 88.07% |
October 31, 2022 | 88.07% |
Date | Value |
---|---|
September 30, 2022 | 88.07% |
August 31, 2022 | 88.07% |
July 31, 2022 | 88.07% |
June 30, 2022 | 88.07% |
May 31, 2022 | 88.07% |
April 30, 2022 | 88.07% |
March 31, 2022 | 88.07% |
February 28, 2022 | 88.07% |
January 31, 2022 | 88.07% |
December 31, 2021 | 88.07% |
November 30, 2021 | 88.07% |
October 31, 2021 | 88.07% |
September 30, 2021 | 88.07% |
August 31, 2021 | 88.07% |
July 31, 2021 | 88.07% |
June 30, 2021 | 88.07% |
May 31, 2021 | 88.07% |
April 30, 2021 | 88.07% |
March 31, 2021 | 88.07% |
February 28, 2021 | 88.07% |
January 31, 2021 | 88.07% |
December 31, 2020 | 88.07% |
November 30, 2020 | 88.07% |
October 31, 2020 | 88.07% |
September 30, 2020 | 88.07% |
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
77.71%
Minimum
Nov 2019
88.07%
Maximum
Apr 2020
87.36%
Average
88.07%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.283 |
Beta (5Y) | 1.178 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.19% |
Historical Sharpe Ratio (5Y) | 0.1931 |
Historical Sortino (5Y) | 0.2405 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.18% |