Drax Group Plc (DRXGF)
9.776
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OTCM |
Oct 08, 16:00
Drax Group Max Drawdown (5Y) : 53.31% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 53.31% |
| August 31, 2026 | 53.31% |
| July 31, 2026 | 53.31% |
| June 30, 2026 | 53.31% |
| May 31, 2026 | 53.31% |
| April 30, 2026 | 53.31% |
| March 31, 2026 | 53.31% |
| February 28, 2026 | 53.31% |
| January 31, 2026 | 53.31% |
| December 31, 2025 | 53.31% |
| November 30, 2025 | 53.31% |
| October 31, 2025 | 53.31% |
| September 30, 2025 | 53.31% |
| August 31, 2025 | 53.31% |
| July 31, 2025 | 55.41% |
| June 30, 2025 | 55.41% |
| May 31, 2025 | 55.41% |
| April 30, 2025 | 67.37% |
| March 31, 2025 | 69.36% |
| February 28, 2025 | 69.36% |
| January 31, 2025 | 69.36% |
| December 31, 2024 | 69.36% |
| November 30, 2024 | 69.36% |
| October 31, 2024 | 69.36% |
| September 30, 2024 | 69.36% |
| Date | Value |
|---|---|
| August 31, 2024 | 69.65% |
| July 31, 2024 | 69.65% |
| June 30, 2024 | 71.86% |
| May 31, 2024 | 71.86% |
| April 30, 2024 | 71.86% |
| March 31, 2024 | 71.86% |
| February 29, 2024 | 71.86% |
| January 31, 2024 | 71.86% |
| December 31, 2023 | 71.86% |
| November 30, 2023 | 71.86% |
| October 31, 2023 | 71.86% |
| September 30, 2023 | 71.86% |
| August 31, 2023 | 71.86% |
| July 31, 2023 | 71.86% |
| June 30, 2023 | 71.86% |
| May 31, 2023 | 71.86% |
| April 30, 2023 | 71.86% |
| March 31, 2023 | 71.86% |
| February 28, 2023 | 74.45% |
| January 31, 2023 | 74.45% |
| December 31, 2022 | 74.45% |
| November 30, 2022 | 74.45% |
| October 31, 2022 | 74.45% |
| September 30, 2022 | 74.45% |
| August 31, 2022 | 74.45% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| VivoPower Plc | 99.64% |
| Kenon Holdings Ltd | 66.48% |
| EDP Renewables SA | 72.08% |
| Renova, Inc. (Japan) | -- |
| Green Rain Energy Holdings, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.226 |
| Beta (5Y) | 0.2324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.96% |
| Historical Sharpe Ratio (5Y) | 0.1989 |
| Historical Sortino (5Y) | 0.2923 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.48% |