Drax Group Plc (DRXGY)
20.31
0.00 (0.00%)
USD |
OTCM |
Oct 16, 16:00
Drax Group Max Drawdown (5Y) : 52.07% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 52.07% |
| August 31, 2026 | 52.07% |
| July 31, 2026 | 52.07% |
| June 30, 2026 | 52.07% |
| May 31, 2026 | 52.07% |
| April 30, 2026 | 52.07% |
| March 31, 2026 | 52.07% |
| February 28, 2026 | 52.07% |
| January 31, 2026 | 52.07% |
| December 31, 2025 | 52.07% |
| November 30, 2025 | 52.07% |
| October 31, 2025 | 52.07% |
| September 30, 2025 | 52.07% |
| August 31, 2025 | 52.07% |
| July 31, 2025 | 52.07% |
| June 30, 2025 | 52.07% |
| May 31, 2025 | 52.07% |
| April 30, 2025 | 52.07% |
| March 31, 2025 | 52.07% |
| February 28, 2025 | 52.07% |
| January 31, 2025 | 52.07% |
| December 31, 2024 | 52.07% |
| November 30, 2024 | 65.93% |
| October 31, 2024 | 65.93% |
| September 30, 2024 | 65.93% |
| Date | Value |
|---|---|
| August 31, 2024 | 66.71% |
| July 31, 2024 | 66.71% |
| June 30, 2024 | 66.71% |
| May 31, 2024 | 66.71% |
| April 30, 2024 | 66.71% |
| March 31, 2024 | 66.71% |
| February 29, 2024 | 66.71% |
| January 31, 2024 | 66.71% |
| December 31, 2023 | 66.71% |
| November 30, 2023 | 66.71% |
| October 31, 2023 | 66.71% |
| September 30, 2023 | 66.71% |
| August 31, 2023 | 66.71% |
| July 31, 2023 | 66.71% |
| June 30, 2023 | 66.71% |
| May 31, 2023 | 68.63% |
| April 30, 2023 | 68.63% |
| March 31, 2023 | 69.48% |
| February 28, 2023 | 69.48% |
| January 31, 2023 | 69.48% |
| December 31, 2022 | 69.48% |
| November 30, 2022 | 69.48% |
| October 31, 2022 | 72.03% |
| September 30, 2022 | 72.03% |
| August 31, 2022 | 72.57% |
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) | 12.54 |
| Beta (5Y) | 0.2628 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.85% |
| Historical Sharpe Ratio (5Y) | 0.3106 |
| Historical Sortino (5Y) | 0.5288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.31% |