ITM Power Plc (ITMPF)
1.20
-0.02
(-1.23%)
USD |
OTCM |
Oct 09, 16:00
ITM Power Max Drawdown (5Y) : 96.66% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 96.66% |
| August 31, 2026 | 96.66% |
| July 31, 2026 | 96.66% |
| June 30, 2026 | 96.66% |
| May 31, 2026 | 96.66% |
| April 30, 2026 | 96.66% |
| March 31, 2026 | 96.66% |
| February 28, 2026 | 96.66% |
| January 31, 2026 | 96.66% |
| December 31, 2025 | 96.66% |
| November 30, 2025 | 96.66% |
| October 31, 2025 | 96.66% |
| September 30, 2025 | 96.66% |
| August 31, 2025 | 96.66% |
| July 31, 2025 | 96.66% |
| June 30, 2025 | 96.66% |
| May 31, 2025 | 96.66% |
| April 30, 2025 | 96.66% |
| March 31, 2025 | 96.66% |
| February 28, 2025 | 96.45% |
| January 31, 2025 | 95.84% |
| December 31, 2024 | 95.84% |
| November 30, 2024 | 95.67% |
| October 31, 2024 | 94.90% |
| September 30, 2024 | 94.05% |
| Date | Value |
|---|---|
| August 31, 2024 | 94.05% |
| July 31, 2024 | 94.05% |
| June 30, 2024 | 94.05% |
| May 31, 2024 | 94.05% |
| April 30, 2024 | 94.05% |
| March 31, 2024 | 94.05% |
| February 29, 2024 | 94.05% |
| January 31, 2024 | 94.05% |
| December 31, 2023 | 93.58% |
| November 30, 2023 | 93.44% |
| October 31, 2023 | 92.32% |
| September 30, 2023 | 91.45% |
| August 31, 2023 | 91.45% |
| July 31, 2023 | 91.45% |
| June 30, 2023 | 91.34% |
| May 31, 2023 | 91.34% |
| April 30, 2023 | 91.08% |
| March 31, 2023 | 91.08% |
| February 28, 2023 | 90.50% |
| January 31, 2023 | 90.50% |
| December 31, 2022 | 90.50% |
| November 30, 2022 | 90.50% |
| October 31, 2022 | 90.50% |
| September 30, 2022 | 88.69% |
| August 31, 2022 | 78.81% |
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
| Ceres Power Holdings plc | 96.93% |
| Dialight Plc | 78.02% |
| Volex Plc | 60.65% |
| nVent Electric Plc | 46.68% |
| Ampeak Energy Ltd. | 97.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.20 |
| Beta (5Y) | 3.328 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.63% |
| Historical Sharpe Ratio (5Y) | -0.2961 |
| Historical Sortino (5Y) | -0.7784 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.83% |