ITM Power Plc (ITMPF)
1.55
-0.17
(-9.88%)
USD |
OTCM |
Jun 10, 16:00
ITM Power Max Drawdown (5Y) : 96.66% for May 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 |
|---|---|
| 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% |
| August 31, 2024 | 94.05% |
| July 31, 2024 | 94.05% |
| June 30, 2024 | 94.05% |
| May 31, 2024 | 94.05% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 78.81% |
| June 30, 2022 | 78.30% |
| May 31, 2022 | 77.53% |
| April 30, 2022 | 82.29% |
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
| Dialight Plc | 78.02% |
| Morgan Advanced Materials Plc | 56.48% |
| Volex Plc | 60.65% |
| nVent Electric Plc | 46.68% |
| Ilika Plc | 95.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.87 |
| Beta (5Y) | 3.260 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.06% |
| Historical Sharpe Ratio (5Y) | -0.1777 |
| Historical Sortino (5Y) | -0.4704 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.17% |