Serco Group PLC (SECCF)
2.00
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Serco Group Max Drawdown (5Y): 42.46% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 42.46% |
| August 31, 2024 | 42.46% |
| July 31, 2024 | 42.46% |
| June 30, 2024 | 56.44% |
| May 31, 2024 | 57.36% |
| April 30, 2024 | 62.11% |
| March 31, 2024 | 64.00% |
| February 29, 2024 | 69.77% |
| January 31, 2024 | 69.77% |
| December 31, 2023 | 69.77% |
| November 30, 2023 | 75.30% |
| October 31, 2023 | 80.77% |
| September 30, 2023 | 82.01% |
| August 31, 2023 | 82.53% |
| July 31, 2023 | 82.53% |
| June 30, 2023 | 82.53% |
| May 31, 2023 | 82.53% |
| April 30, 2023 | 82.53% |
| March 31, 2023 | 82.53% |
| February 28, 2023 | 82.53% |
| January 31, 2023 | 85.39% |
| December 31, 2022 | 85.63% |
| November 30, 2022 | 85.63% |
| October 31, 2022 | 85.63% |
| September 30, 2022 | 85.63% |
| Date | Value |
|---|---|
| August 31, 2022 | 85.63% |
| July 31, 2022 | 85.63% |
| June 30, 2022 | 85.63% |
| May 31, 2022 | 85.63% |
| April 30, 2022 | 85.63% |
| March 31, 2022 | 85.63% |
| February 28, 2022 | 85.63% |
| January 31, 2022 | 85.63% |
| December 31, 2021 | 85.63% |
| November 30, 2021 | 85.63% |
| October 31, 2021 | 85.63% |
| September 30, 2021 | 85.63% |
| August 31, 2021 | 85.63% |
| July 31, 2021 | 85.63% |
| June 30, 2021 | 85.63% |
| May 31, 2021 | 85.63% |
| April 30, 2021 | 85.63% |
| March 31, 2021 | 85.63% |
| February 28, 2021 | 85.63% |
| January 31, 2021 | 85.63% |
| December 31, 2020 | 85.63% |
| November 30, 2020 | 86.73% |
| October 31, 2020 | 86.73% |
| September 30, 2020 | 86.73% |
| August 31, 2020 | 86.73% |
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
42.46%
Minimum
Jul 2024
86.73%
Maximum
Nov 2019
80.44%
Average
85.63%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| 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) | -2.357 |
| Beta (5Y) | 0.5969 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.02% |
| Historical Sharpe Ratio (5Y) | 0.187 |
| Historical Sortino (5Y) | 0.2523 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.11% |