Serco Group PLC (SECCF)

1.93 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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Serco Group Max Drawdown (5Y): 44.39% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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RELX PLC 37.75%
Hays PLC 55.29%
Pentair PLC 52.22%
KNOT Offshore Partners LP 74.53%
Rentokil Initial PLC 44.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.996
Beta (5Y) 0.5733
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.89%
Historical Sharpe Ratio (5Y) -0.0106
Historical Sortino (5Y) -0.0144
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.97%