National Grid PLC (NGG)

58.50 +0.82 (+1.42%) USD  |  NYSE  |  Dec 20, 16:00
58.57 +0.07 (+0.12%) After-Hours: 20:00
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National Grid Max Drawdown (5Y): 39.19% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Centrica PLC 88.22%
Atlantica Sustainable Infrastructure PLC 58.03%
SIMEC Atlantis Energy Ltd --
ReNew Energy Global PLC --
Drax Group PLC 65.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.008
Beta (5Y) 0.6310
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.82%
Historical Sharpe Ratio (5Y) 0.2587
Historical Sortino (5Y) 0.3428
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.06%