Severn Trent PLC (STRNY)
31.71
-0.22
(-0.69%)
USD |
OTCM |
May 02, 15:59
Severn Trent Max Drawdown (5Y): 38.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.82% |
March 31, 2024 | 38.82% |
February 29, 2024 | 38.82% |
January 31, 2024 | 38.82% |
December 31, 2023 | 38.82% |
November 30, 2023 | 38.82% |
October 31, 2023 | 38.82% |
September 30, 2023 | 38.82% |
August 31, 2023 | 38.82% |
July 31, 2023 | 38.82% |
June 30, 2023 | 38.82% |
May 31, 2023 | 38.82% |
April 30, 2023 | 38.82% |
March 31, 2023 | 38.82% |
February 28, 2023 | 38.82% |
January 31, 2023 | 38.82% |
December 31, 2022 | 38.82% |
November 30, 2022 | 38.82% |
October 31, 2022 | 38.82% |
September 30, 2022 | 38.82% |
August 31, 2022 | 35.29% |
July 31, 2022 | 35.29% |
June 30, 2022 | 35.29% |
May 31, 2022 | 35.29% |
April 30, 2022 | 35.29% |
Date | Value |
---|---|
March 31, 2022 | 35.29% |
February 28, 2022 | 35.29% |
January 31, 2022 | 55.23% |
December 31, 2021 | 55.75% |
November 30, 2021 | 56.80% |
October 31, 2021 | 59.91% |
September 30, 2021 | 60.84% |
August 31, 2021 | 60.84% |
July 31, 2021 | 60.84% |
June 30, 2021 | 60.84% |
May 31, 2021 | 60.84% |
April 30, 2021 | 60.84% |
March 31, 2021 | 60.84% |
February 28, 2021 | 60.84% |
January 31, 2021 | 60.84% |
December 31, 2020 | 60.84% |
November 30, 2020 | 60.84% |
October 31, 2020 | 60.84% |
September 30, 2020 | 60.84% |
August 31, 2020 | 60.84% |
July 31, 2020 | 60.84% |
June 30, 2020 | 60.84% |
May 31, 2020 | 60.84% |
April 30, 2020 | 60.84% |
March 31, 2020 | 60.84% |
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
35.29%
Minimum
Feb 2022
60.84%
Maximum
May 2019
50.26%
Average
58.36%
Median
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) | -2.779 |
Beta (5Y) | 0.7545 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.57% |
Historical Sharpe Ratio (5Y) | 0.2042 |
Historical Sortino (5Y) | 0.2985 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.97% |