United Utilities Group PLC (UUGRY)
28.30
+0.20
(+0.71%)
USD |
OTCM |
Nov 22, 16:00
United Utilities Group Max Drawdown (5Y): 38.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.65% |
| September 30, 2024 | 38.65% |
| August 31, 2024 | 38.65% |
| July 31, 2024 | 38.65% |
| June 30, 2024 | 38.65% |
| May 31, 2024 | 38.65% |
| April 30, 2024 | 38.65% |
| March 31, 2024 | 38.65% |
| February 29, 2024 | 38.65% |
| January 31, 2024 | 38.65% |
| December 31, 2023 | 38.65% |
| November 30, 2023 | 38.65% |
| October 31, 2023 | 38.65% |
| September 30, 2023 | 38.65% |
| August 31, 2023 | 38.65% |
| July 31, 2023 | 38.65% |
| June 30, 2023 | 38.65% |
| May 31, 2023 | 38.65% |
| April 30, 2023 | 38.65% |
| March 31, 2023 | 38.65% |
| February 28, 2023 | 38.65% |
| January 31, 2023 | 38.65% |
| December 31, 2022 | 38.65% |
| November 30, 2022 | 38.65% |
| October 31, 2022 | 38.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.96% |
| August 31, 2022 | 35.42% |
| July 31, 2022 | 35.42% |
| June 30, 2022 | 35.42% |
| May 31, 2022 | 35.42% |
| April 30, 2022 | 35.42% |
| March 31, 2022 | 35.42% |
| February 28, 2022 | 35.42% |
| January 31, 2022 | 35.42% |
| December 31, 2021 | 35.42% |
| November 30, 2021 | 35.42% |
| October 31, 2021 | 35.42% |
| September 30, 2021 | 35.42% |
| August 31, 2021 | 35.42% |
| July 31, 2021 | 35.42% |
| June 30, 2021 | 35.42% |
| May 31, 2021 | 35.42% |
| April 30, 2021 | 35.42% |
| March 31, 2021 | 35.42% |
| February 28, 2021 | 35.42% |
| January 31, 2021 | 35.42% |
| December 31, 2020 | 35.42% |
| November 30, 2020 | 35.42% |
| October 31, 2020 | 35.42% |
| September 30, 2020 | 35.42% |
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
34.61%
Minimum
Nov 2019
38.65%
Maximum
Oct 2022
36.72%
Average
35.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -3.618 |
| Beta (5Y) | 0.6937 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.52% |
| Historical Sharpe Ratio (5Y) | 0.2176 |
| Historical Sortino (5Y) | 0.2959 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.08% |