National Grid Plc (NGG)
77.11
+1.00
(+1.31%)
USD |
NYSE |
Oct 08, 16:00
76.42
-0.69
(-0.89%)
Pre-Market: 08:12
National Grid Max Drawdown (5Y) : 39.19% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 39.19% |
| August 31, 2026 | 39.19% |
| July 31, 2026 | 39.19% |
| June 30, 2026 | 39.19% |
| May 31, 2026 | 39.19% |
| April 30, 2026 | 39.19% |
| March 31, 2026 | 39.19% |
| February 28, 2026 | 39.19% |
| January 31, 2026 | 39.19% |
| December 31, 2025 | 39.19% |
| November 30, 2025 | 39.19% |
| October 31, 2025 | 39.19% |
| September 30, 2025 | 39.19% |
| August 31, 2025 | 39.19% |
| July 31, 2025 | 39.19% |
| June 30, 2025 | 39.19% |
| May 31, 2025 | 39.19% |
| April 30, 2025 | 39.19% |
| March 31, 2025 | 39.19% |
| February 28, 2025 | 39.19% |
| January 31, 2025 | 39.19% |
| December 31, 2024 | 39.19% |
| November 30, 2024 | 39.19% |
| October 31, 2024 | 39.19% |
| September 30, 2024 | 39.19% |
| Date | Value |
|---|---|
| August 31, 2024 | 39.19% |
| July 31, 2024 | 39.19% |
| June 30, 2024 | 39.19% |
| May 31, 2024 | 39.19% |
| April 30, 2024 | 39.19% |
| March 31, 2024 | 39.19% |
| February 29, 2024 | 39.19% |
| January 31, 2024 | 39.19% |
| December 31, 2023 | 39.19% |
| November 30, 2023 | 39.19% |
| October 31, 2023 | 39.19% |
| September 30, 2023 | 39.19% |
| August 31, 2023 | 39.19% |
| July 31, 2023 | 39.19% |
| June 30, 2023 | 39.19% |
| May 31, 2023 | 39.19% |
| April 30, 2023 | 39.19% |
| March 31, 2023 | 39.19% |
| February 28, 2023 | 39.19% |
| January 31, 2023 | 39.19% |
| December 31, 2022 | 39.19% |
| November 30, 2022 | 39.19% |
| October 31, 2022 | 39.19% |
| September 30, 2022 | 34.04% |
| August 31, 2022 | 34.04% |
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
| UNITIL Corp. | 32.97% |
| Ameren Corp. | 27.48% |
| Avista Corp. | 31.27% |
| CMS Energy Corp. | 28.04% |
| CenterPoint Energy, Inc. | 22.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.025 |
| Beta (5Y) | 0.7409 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.82% |
| Historical Sharpe Ratio (5Y) | 0.2682 |
| Historical Sortino (5Y) | 0.3862 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |