FirstGroup Plc (FGROY)
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Oct 05, 16:00
FirstGroup Max Drawdown (5Y) : 38.59% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 38.59% |
| August 31, 2026 | 38.59% |
| July 31, 2026 | 39.24% |
| June 30, 2026 | 42.06% |
| May 31, 2026 | 42.16% |
| April 30, 2026 | 44.86% |
| March 31, 2026 | 44.86% |
| February 28, 2026 | 44.86% |
| January 31, 2026 | 45.68% |
| December 31, 2025 | 51.35% |
| November 30, 2025 | 54.05% |
| October 31, 2025 | 70.27% |
| September 30, 2025 | 73.51% |
| August 31, 2025 | 76.75% |
| July 31, 2025 | 78.38% |
| June 30, 2025 | 80.35% |
| May 31, 2025 | 80.35% |
| April 30, 2025 | 80.35% |
| March 31, 2025 | 80.35% |
| February 28, 2025 | 80.35% |
| January 31, 2025 | 80.35% |
| December 31, 2024 | 80.35% |
| November 30, 2024 | 80.35% |
| October 31, 2024 | 80.35% |
| September 30, 2024 | 80.35% |
| Date | Value |
|---|---|
| August 31, 2024 | 80.35% |
| July 31, 2024 | 80.35% |
| June 30, 2024 | 80.35% |
| May 31, 2024 | 80.35% |
| April 30, 2024 | 80.35% |
| March 31, 2024 | 80.35% |
| February 29, 2024 | 80.35% |
| January 31, 2024 | 80.35% |
| December 31, 2023 | 80.35% |
| November 30, 2023 | 80.35% |
| October 31, 2023 | 80.35% |
| September 30, 2023 | 80.35% |
| August 31, 2023 | 80.35% |
| July 31, 2023 | 80.35% |
| June 30, 2023 | 80.35% |
| May 31, 2023 | 80.35% |
| April 30, 2023 | 80.35% |
| March 31, 2023 | 80.35% |
| February 28, 2023 | 80.35% |
| January 31, 2023 | 80.35% |
| December 31, 2022 | 80.35% |
| November 30, 2022 | 80.35% |
| October 31, 2022 | 80.35% |
| September 30, 2022 | 80.35% |
| August 31, 2022 | 80.35% |
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
| CSX Corp. | 29.45% |
| Norfolk Southern Corp. | 35.65% |
| Union Pacific Corp. | 31.83% |
| East Japan Railway Co. | 54.44% |
| Aurizon Holdings Ltd. | 53.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.130 |
| Beta (5Y) | 0.3814 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.50% |
| Historical Sharpe Ratio (5Y) | 0.3277 |
| Historical Sortino (5Y) | 0.6217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |