SSE PLC (SSEZY)

20.15 +0.27 (+1.36%) USD  |  OTCM  |  Dec 20, 16:00
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SSE Max Drawdown (5Y): 42.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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National Grid PLC 39.19%
Centrica PLC 88.22%
Atlantica Sustainable Infrastructure PLC 58.03%
SIMEC Atlantis Energy Ltd --
ReNew Energy Global PLC --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.659
Beta (5Y) 0.7966
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.71%
Historical Sharpe Ratio (5Y) 0.3023
Historical Sortino (5Y) 0.4029
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.93%