National Grid Plc (NGG)
80.38
-0.70
(-0.86%)
USD |
NYSE |
Jun 10, 16:00
80.40
+0.02
(+0.02%)
Pre-Market: 20:00
National Grid Max Drawdown (5Y) : 39.19% 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 | 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% |
| August 31, 2024 | 39.19% |
| July 31, 2024 | 39.19% |
| June 30, 2024 | 39.19% |
| May 31, 2024 | 39.19% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 34.04% |
| June 30, 2022 | 34.04% |
| May 31, 2022 | 34.04% |
| April 30, 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
--
Minimum
--
Maximum
--
Average
--
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) | -1.556 |
| Beta (5Y) | 0.7564 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.61% |
| Historical Sharpe Ratio (5Y) | 0.2743 |
| Historical Sortino (5Y) | 0.3788 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |