Drax Group Plc (DRXGF)
9.776
0.00 (0.00%)
USD |
OTCM |
Aug 26, 16:00
Drax Group Max Drawdown (5Y) : 53.31% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 56.14% |
| June 30, 2025 | 56.14% |
| May 31, 2025 | 56.14% |
| April 30, 2025 | 67.91% |
| March 31, 2025 | 69.87% |
| February 28, 2025 | 69.87% |
| January 31, 2025 | 69.87% |
| December 31, 2024 | 69.87% |
| November 30, 2024 | 69.87% |
| October 31, 2024 | 69.87% |
| September 30, 2024 | 69.87% |
| August 31, 2024 | 70.15% |
| July 31, 2024 | 70.15% |
| Date | Value |
|---|---|
| June 30, 2024 | 72.32% |
| May 31, 2024 | 72.32% |
| April 30, 2024 | 72.32% |
| March 31, 2024 | 72.32% |
| February 29, 2024 | 72.32% |
| January 31, 2024 | 72.32% |
| December 31, 2023 | 72.32% |
| November 30, 2023 | 72.32% |
| October 31, 2023 | 72.32% |
| September 30, 2023 | 72.32% |
| August 31, 2023 | 72.32% |
| July 31, 2023 | 72.32% |
| June 30, 2023 | 72.32% |
| May 31, 2023 | 72.32% |
| April 30, 2023 | 72.32% |
| March 31, 2023 | 72.32% |
| February 28, 2023 | 74.87% |
| January 31, 2023 | 74.87% |
| December 31, 2022 | 74.87% |
| November 30, 2022 | 74.87% |
| October 31, 2022 | 74.87% |
| September 30, 2022 | 74.87% |
| August 31, 2022 | 74.87% |
| July 31, 2022 | 74.87% |
| June 30, 2022 | 74.87% |
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% |
| Green Rain Energy Holdings, Inc. | 100.00% |
| Talen Energy Corp. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.18 |
| Beta (5Y) | 0.1187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.80% |
| Historical Sharpe Ratio (5Y) | 0.3164 |
| Historical Sortino (5Y) | 0.475 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.48% |