National Grid PLC (NGG)
64.98
+0.53
(+0.82%)
USD |
NYSE |
Nov 05, 10:27
National Grid Max Drawdown (5Y): 39.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 39.19% |
September 30, 2024 | 39.19% |
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% |
Date | Value |
---|---|
September 30, 2022 | 34.04% |
August 31, 2022 | 34.04% |
July 31, 2022 | 34.04% |
June 30, 2022 | 34.04% |
May 31, 2022 | 34.04% |
April 30, 2022 | 34.04% |
March 31, 2022 | 34.04% |
February 28, 2022 | 34.04% |
January 31, 2022 | 34.04% |
December 31, 2021 | 34.04% |
November 30, 2021 | 34.04% |
October 31, 2021 | 34.04% |
September 30, 2021 | 34.04% |
August 31, 2021 | 34.04% |
July 31, 2021 | 34.04% |
June 30, 2021 | 34.04% |
May 31, 2021 | 34.04% |
April 30, 2021 | 34.04% |
March 31, 2021 | 34.04% |
February 28, 2021 | 34.04% |
January 31, 2021 | 34.04% |
December 31, 2020 | 34.04% |
November 30, 2020 | 34.04% |
October 31, 2020 | 34.04% |
September 30, 2020 | 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
30.35%
Minimum
Nov 2019
39.19%
Maximum
Oct 2022
35.94%
Average
34.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Centrica PLC | 88.14% |
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) | -2.039 |
Beta (5Y) | 0.6336 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.76% |
Historical Sharpe Ratio (5Y) | 0.248 |
Historical Sortino (5Y) | 0.323 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.06% |