National Grid PLC (NGGTF)
12.89
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
National Grid Max Drawdown (5Y): 38.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 38.14% |
September 30, 2024 | 38.14% |
August 31, 2024 | 38.14% |
July 31, 2024 | 38.14% |
June 30, 2024 | 38.14% |
May 31, 2024 | 38.14% |
April 30, 2024 | 38.14% |
March 31, 2024 | 38.14% |
February 29, 2024 | 38.14% |
January 31, 2024 | 38.14% |
December 31, 2023 | 38.14% |
November 30, 2023 | 38.14% |
October 31, 2023 | 38.14% |
September 30, 2023 | 38.14% |
August 31, 2023 | 38.14% |
July 31, 2023 | 38.14% |
June 30, 2023 | 38.14% |
May 31, 2023 | 38.14% |
April 30, 2023 | 38.14% |
March 31, 2023 | 38.14% |
February 28, 2023 | 38.14% |
January 31, 2023 | 38.14% |
December 31, 2022 | 38.14% |
November 30, 2022 | 38.14% |
October 31, 2022 | 38.14% |
Date | Value |
---|---|
September 30, 2022 | 36.54% |
August 31, 2022 | 34.16% |
July 31, 2022 | 34.16% |
June 30, 2022 | 34.16% |
May 31, 2022 | 34.16% |
April 30, 2022 | 34.16% |
March 31, 2022 | 34.16% |
February 28, 2022 | 34.16% |
January 31, 2022 | 34.16% |
December 31, 2021 | 34.16% |
November 30, 2021 | 34.16% |
October 31, 2021 | 34.16% |
September 30, 2021 | 34.16% |
August 31, 2021 | 34.16% |
July 31, 2021 | 34.16% |
June 30, 2021 | 34.16% |
May 31, 2021 | 34.16% |
April 30, 2021 | 34.16% |
March 31, 2021 | 34.16% |
February 28, 2021 | 34.16% |
January 31, 2021 | 34.16% |
December 31, 2020 | 34.16% |
November 30, 2020 | 34.16% |
October 31, 2020 | 34.16% |
September 30, 2020 | 34.16% |
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
34.16%
Minimum
Nov 2019
38.14%
Maximum
Oct 2022
35.86%
Average
34.16%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.491 |
Beta (5Y) | 0.5061 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.65% |
Historical Sharpe Ratio (5Y) | 0.1517 |
Historical Sortino (5Y) | 0.2132 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.53% |