SSE PLC (SSEZF)
22.00
+1.38
(+6.70%)
USD |
OTCM |
May 07, 09:45
SSE Max Drawdown (5Y): 46.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.61% |
March 31, 2024 | 46.61% |
February 29, 2024 | 46.61% |
January 31, 2024 | 46.61% |
December 31, 2023 | 46.61% |
November 30, 2023 | 46.61% |
October 31, 2023 | 46.61% |
September 30, 2023 | 46.61% |
August 31, 2023 | 46.61% |
July 31, 2023 | 46.61% |
June 30, 2023 | 46.61% |
May 31, 2023 | 46.61% |
April 30, 2023 | 46.61% |
March 31, 2023 | 46.61% |
February 28, 2023 | 46.61% |
January 31, 2023 | 46.61% |
December 31, 2022 | 46.61% |
November 30, 2022 | 46.61% |
October 31, 2022 | 46.61% |
September 30, 2022 | 46.61% |
August 31, 2022 | 46.61% |
July 31, 2022 | 46.61% |
June 30, 2022 | 46.61% |
May 31, 2022 | 46.61% |
April 30, 2022 | 46.61% |
Date | Value |
---|---|
March 31, 2022 | 46.61% |
February 28, 2022 | 46.61% |
January 31, 2022 | 46.61% |
December 31, 2021 | 46.61% |
November 30, 2021 | 46.61% |
October 31, 2021 | 46.61% |
September 30, 2021 | 46.61% |
August 31, 2021 | 46.61% |
July 31, 2021 | 46.61% |
June 30, 2021 | 46.61% |
May 31, 2021 | 46.61% |
April 30, 2021 | 46.61% |
March 31, 2021 | 46.61% |
February 28, 2021 | 46.61% |
January 31, 2021 | 46.61% |
December 31, 2020 | 46.61% |
November 30, 2020 | 46.61% |
October 31, 2020 | 46.61% |
September 30, 2020 | 46.61% |
August 31, 2020 | 46.61% |
July 31, 2020 | 46.61% |
June 30, 2020 | 46.61% |
May 31, 2020 | 46.61% |
April 30, 2020 | 46.61% |
March 31, 2020 | 46.61% |
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
37.76%
Minimum
May 2019
46.61%
Maximum
Mar 2020
45.13%
Average
46.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
National Grid PLC | 39.19% |
Centrica PLC | 88.14% |
Drax Group PLC | -- |
Atlantica Sustainable Infrastructure PLC | 58.03% |
ReNew Energy Global PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.678 |
Beta (5Y) | 0.7657 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.94% |
Historical Sharpe Ratio (5Y) | 0.33 |
Historical Sortino (5Y) | 0.4491 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.58% |