Pennon Group Plc (PEGRY)
11.94
+0.06
(+0.55%)
USD |
OTCM |
Oct 06, 16:00
Pennon Group Max Drawdown (5Y) : 64.08% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 64.08% |
| August 31, 2026 | 64.08% |
| July 31, 2026 | 64.08% |
| June 30, 2026 | 64.08% |
| May 31, 2026 | 64.08% |
| April 30, 2026 | 64.08% |
| March 31, 2026 | 64.08% |
| February 28, 2026 | 64.08% |
| January 31, 2026 | 64.08% |
| December 31, 2025 | 64.08% |
| November 30, 2025 | 64.08% |
| October 31, 2025 | 64.08% |
| September 30, 2025 | 64.08% |
| August 31, 2025 | 64.08% |
| July 31, 2025 | 64.08% |
| June 30, 2025 | 64.08% |
| May 31, 2025 | 64.08% |
| April 30, 2025 | 64.08% |
| March 31, 2025 | 64.08% |
| February 28, 2025 | 64.08% |
| January 31, 2025 | 64.08% |
| December 31, 2024 | 62.02% |
| November 30, 2024 | 62.02% |
| October 31, 2024 | 62.02% |
| September 30, 2024 | 62.02% |
| Date | Value |
|---|---|
| August 31, 2024 | 62.02% |
| July 31, 2024 | 62.02% |
| June 30, 2024 | 62.02% |
| May 31, 2024 | 62.02% |
| April 30, 2024 | 62.02% |
| March 31, 2024 | 62.02% |
| February 29, 2024 | 62.02% |
| January 31, 2024 | 62.02% |
| December 31, 2023 | 62.02% |
| November 30, 2023 | 62.02% |
| October 31, 2023 | 62.02% |
| September 30, 2023 | 62.02% |
| August 31, 2023 | 55.99% |
| July 31, 2023 | 55.77% |
| June 30, 2023 | 55.77% |
| May 31, 2023 | 55.77% |
| April 30, 2023 | 55.77% |
| March 31, 2023 | 55.77% |
| February 28, 2023 | 55.77% |
| January 31, 2023 | 55.77% |
| December 31, 2022 | 55.77% |
| November 30, 2022 | 55.77% |
| October 31, 2022 | 55.77% |
| September 30, 2022 | 54.58% |
| August 31, 2022 | 43.65% |
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
| United Utilities Group Plc | 38.65% |
| Severn Trent Plc | 38.82% |
| Artesian Resources Corp. | 49.35% |
| American Water Works Co., Inc. | 37.10% |
| American States Water Co. | 32.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.17 |
| Beta (5Y) | 0.7491 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.13% |
| Historical Sharpe Ratio (5Y) | -0.3875 |
| Historical Sortino (5Y) | -0.6982 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.36% |