Centrica PLC (CPYYY)

6.47 +0.16 (+2.47%) USD  |  OTCM  |  Dec 20, 16:00
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Centrica Max Drawdown (5Y): 88.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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National Grid PLC 39.19%
Atlantica Sustainable Infrastructure PLC 58.03%
SIMEC Atlantis Energy Ltd --
ReNew Energy Global PLC --
Drax Group PLC 65.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.591
Beta (5Y) 1.336
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.20%
Historical Sharpe Ratio (5Y) 0.1911
Historical Sortino (5Y) 0.2328
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.51%