Centrica PLC (CPYYY)
6.234
-0.08
(-1.20%)
USD |
OTCM |
Nov 21, 16:08
Centrica Max Drawdown (5Y): 88.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.22% |
| September 30, 2024 | 88.22% |
| August 31, 2024 | 88.22% |
| July 31, 2024 | 88.22% |
| June 30, 2024 | 88.22% |
| May 31, 2024 | 88.22% |
| April 30, 2024 | 88.22% |
| March 31, 2024 | 88.22% |
| February 29, 2024 | 88.22% |
| January 31, 2024 | 88.22% |
| December 31, 2023 | 88.22% |
| November 30, 2023 | 88.22% |
| October 31, 2023 | 88.22% |
| September 30, 2023 | 88.22% |
| August 31, 2023 | 88.22% |
| July 31, 2023 | 88.22% |
| June 30, 2023 | 88.22% |
| May 31, 2023 | 88.22% |
| April 30, 2023 | 88.22% |
| March 31, 2023 | 88.22% |
| February 28, 2023 | 88.22% |
| January 31, 2023 | 88.22% |
| December 31, 2022 | 88.22% |
| November 30, 2022 | 88.22% |
| October 31, 2022 | 88.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.22% |
| August 31, 2022 | 88.22% |
| July 31, 2022 | 88.22% |
| June 30, 2022 | 88.22% |
| May 31, 2022 | 88.22% |
| April 30, 2022 | 88.22% |
| March 31, 2022 | 88.22% |
| February 28, 2022 | 88.22% |
| January 31, 2022 | 88.22% |
| December 31, 2021 | 88.22% |
| November 30, 2021 | 88.22% |
| October 31, 2021 | 88.22% |
| September 30, 2021 | 88.22% |
| August 31, 2021 | 88.22% |
| July 31, 2021 | 88.22% |
| June 30, 2021 | 88.22% |
| May 31, 2021 | 88.22% |
| April 30, 2021 | 88.22% |
| March 31, 2021 | 88.22% |
| February 28, 2021 | 88.22% |
| January 31, 2021 | 88.22% |
| December 31, 2020 | 88.22% |
| November 30, 2020 | 88.22% |
| October 31, 2020 | 88.22% |
| September 30, 2020 | 88.22% |
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
79.34%
Minimum
Nov 2019
88.22%
Maximum
Apr 2020
87.59%
Average
88.22%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| 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) | -8.436 |
| Beta (5Y) | 1.344 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.22% |
| Historical Sharpe Ratio (5Y) | 0.2063 |
| Historical Sortino (5Y) | 0.2497 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.51% |