Serco Group Plc (SECCF)
3.42
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
Serco Group Max Drawdown (5Y) : 28.40% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 28.40% |
| August 31, 2026 | 28.40% |
| July 31, 2026 | 28.40% |
| June 30, 2026 | 28.15% |
| May 31, 2026 | 26.73% |
| April 30, 2026 | 26.73% |
| March 31, 2026 | 26.73% |
| February 28, 2026 | 26.73% |
| January 31, 2026 | 26.73% |
| December 31, 2025 | 27.27% |
| November 30, 2025 | 29.55% |
| 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 | 35.68% |
| April 30, 2025 | 35.68% |
| March 31, 2025 | 44.39% |
| February 28, 2025 | 50.40% |
| January 31, 2025 | 50.40% |
| December 31, 2024 | 50.40% |
| November 30, 2024 | 50.40% |
| October 31, 2024 | 57.74% |
| September 30, 2024 | 62.32% |
| Date | Value |
|---|---|
| August 31, 2024 | 69.69% |
| July 31, 2024 | 69.74% |
| June 30, 2024 | 73.26% |
| May 31, 2024 | 73.26% |
| April 30, 2024 | 78.44% |
| March 31, 2024 | 78.44% |
| February 29, 2024 | 78.44% |
| January 31, 2024 | 83.02% |
| December 31, 2023 | 85.91% |
| November 30, 2023 | 85.91% |
| October 31, 2023 | 86.15% |
| September 30, 2023 | 86.15% |
| August 31, 2023 | 86.15% |
| July 31, 2023 | 86.46% |
| June 30, 2023 | 87.14% |
| May 31, 2023 | 88.10% |
| April 30, 2023 | 88.10% |
| March 31, 2023 | 88.10% |
| February 28, 2023 | 88.30% |
| January 31, 2023 | 88.30% |
| December 31, 2022 | 88.30% |
| November 30, 2022 | 88.30% |
| October 31, 2022 | 88.30% |
| September 30, 2022 | 88.30% |
| August 31, 2022 | 88.30% |
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) | 10.34 |
| Beta (5Y) | 0.0915 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.58% |
| Historical Sharpe Ratio (5Y) | 0.4399 |
| Historical Sortino (5Y) | 0.6882 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.08% |