National Grid PLC (NGGTF)

11.82 +0.17 (+1.48%) USD  |  OTCM  |  Dec 17, 16:00
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National Grid Max Drawdown (5Y): 38.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
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 --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.758
Beta (5Y) 0.5187
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.74%
Historical Sharpe Ratio (5Y) 0.1933
Historical Sortino (5Y) 0.2765
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.53%