Serco Group plc - ADR (SCGPY)
2.99
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
Serco Group plc - ADR Max Drawdown (5Y) : 35.68% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 35.68% |
| August 31, 2026 | 35.68% |
| July 31, 2026 | 35.68% |
| June 30, 2026 | 35.68% |
| May 31, 2026 | 35.68% |
| April 30, 2026 | 35.68% |
| March 31, 2026 | 35.68% |
| February 28, 2026 | 35.68% |
| January 31, 2026 | 35.68% |
| December 31, 2025 | 35.68% |
| November 30, 2025 | 35.68% |
| October 31, 2025 | 35.68% |
| September 30, 2025 | 35.68% |
| August 31, 2025 | 35.68% |
| July 31, 2025 | 35.68% |
| June 30, 2025 | 35.68% |
| May 31, 2025 | 41.74% |
| April 30, 2025 | 41.74% |
| March 31, 2025 | 41.74% |
| February 28, 2025 | 41.74% |
| January 31, 2025 | 41.74% |
| December 31, 2024 | 41.74% |
| November 30, 2024 | 41.74% |
| October 31, 2024 | 54.83% |
| September 30, 2024 | 56.36% |
| Date | Value |
|---|---|
| August 31, 2024 | 58.10% |
| July 31, 2024 | 59.06% |
| June 30, 2024 | 64.74% |
| May 31, 2024 | 64.74% |
| April 30, 2024 | 67.88% |
| March 31, 2024 | 71.50% |
| February 29, 2024 | 77.42% |
| January 31, 2024 | 77.42% |
| December 31, 2023 | 82.40% |
| November 30, 2023 | 82.60% |
| October 31, 2023 | 83.54% |
| September 30, 2023 | 83.84% |
| August 31, 2023 | 83.84% |
| July 31, 2023 | 83.84% |
| June 30, 2023 | 83.84% |
| May 31, 2023 | 83.84% |
| April 30, 2023 | 83.84% |
| March 31, 2023 | 83.84% |
| February 28, 2023 | 84.98% |
| January 31, 2023 | 84.98% |
| December 31, 2022 | 84.98% |
| November 30, 2022 | 84.98% |
| October 31, 2022 | 84.98% |
| September 30, 2022 | 84.98% |
| August 31, 2022 | 84.98% |
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
| CoreCivic, Inc. | 68.84% |
| The GEO Group, Inc. | 77.13% |
| Rentokil Initial Plc | 50.86% |
| MITIE Group Plc | 81.79% |
| Sdiptech AB | 59.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.820 |
| Beta (5Y) | 0.1602 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.28% |
| Historical Sharpe Ratio (5Y) | 0.22 |
| Historical Sortino (5Y) | 0.3141 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.37% |