National Grid Plc (NGGTF)
14.94
+0.24
(+1.62%)
USD |
OTCM |
Oct 05, 16:00
National Grid Max Drawdown (5Y) : 37.99% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 37.99% |
| August 31, 2026 | 37.99% |
| July 31, 2026 | 37.99% |
| June 30, 2026 | 37.99% |
| May 31, 2026 | 37.99% |
| April 30, 2026 | 37.99% |
| March 31, 2026 | 37.99% |
| February 28, 2026 | 37.99% |
| January 31, 2026 | 37.99% |
| December 31, 2025 | 37.99% |
| November 30, 2025 | 37.99% |
| October 31, 2025 | 37.99% |
| September 30, 2025 | 37.99% |
| August 31, 2025 | 37.99% |
| July 31, 2025 | 37.99% |
| June 30, 2025 | 37.99% |
| May 31, 2025 | 37.99% |
| April 30, 2025 | 37.99% |
| March 31, 2025 | 37.99% |
| February 28, 2025 | 37.99% |
| January 31, 2025 | 37.99% |
| December 31, 2024 | 37.99% |
| November 30, 2024 | 37.99% |
| October 31, 2024 | 37.99% |
| September 30, 2024 | 37.99% |
| Date | Value |
|---|---|
| August 31, 2024 | 37.99% |
| July 31, 2024 | 37.99% |
| June 30, 2024 | 37.99% |
| May 31, 2024 | 37.99% |
| April 30, 2024 | 37.99% |
| March 31, 2024 | 37.99% |
| February 29, 2024 | 37.99% |
| January 31, 2024 | 37.99% |
| December 31, 2023 | 37.99% |
| November 30, 2023 | 37.99% |
| October 31, 2023 | 37.99% |
| September 30, 2023 | 37.99% |
| August 31, 2023 | 37.99% |
| July 31, 2023 | 37.99% |
| June 30, 2023 | 37.99% |
| May 31, 2023 | 37.99% |
| April 30, 2023 | 37.99% |
| March 31, 2023 | 37.99% |
| February 28, 2023 | 37.99% |
| January 31, 2023 | 37.99% |
| December 31, 2022 | 37.99% |
| November 30, 2022 | 37.99% |
| October 31, 2022 | 37.99% |
| September 30, 2022 | 36.38% |
| August 31, 2022 | 32.43% |
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
| Ameren Corp. | 27.48% |
| Avista Corp. | 31.27% |
| CMS Energy Corp. | 28.04% |
| CenterPoint Energy, Inc. | 22.81% |
| NorthWestern Energy Group, Inc. | 31.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.481 |
| Beta (5Y) | 0.7598 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.46% |
| Historical Sharpe Ratio (5Y) | 0.396 |
| Historical Sortino (5Y) | 0.6218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.43% |