United Utilities Group PLC (UUGWF)
13.67
+0.12
(+0.90%)
USD |
OTCM |
Nov 14, 16:00
United Utilities Group Max Drawdown (5Y): 36.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.40% |
| September 30, 2024 | 36.40% |
| August 31, 2024 | 36.40% |
| July 31, 2024 | 36.40% |
| June 30, 2024 | 36.40% |
| May 31, 2024 | 36.40% |
| April 30, 2024 | 36.40% |
| March 31, 2024 | 36.40% |
| February 29, 2024 | 36.40% |
| January 31, 2024 | 36.40% |
| December 31, 2023 | 36.40% |
| November 30, 2023 | 36.40% |
| October 31, 2023 | 36.40% |
| September 30, 2023 | 36.40% |
| August 31, 2023 | 36.40% |
| July 31, 2023 | 36.40% |
| June 30, 2023 | 36.40% |
| May 31, 2023 | 36.40% |
| April 30, 2023 | 36.40% |
| March 31, 2023 | 36.40% |
| February 28, 2023 | 36.40% |
| January 31, 2023 | 36.40% |
| December 31, 2022 | 36.40% |
| November 30, 2022 | 36.40% |
| October 31, 2022 | 36.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.40% |
| August 31, 2022 | 36.40% |
| July 31, 2022 | 36.40% |
| June 30, 2022 | 36.40% |
| May 31, 2022 | 36.40% |
| April 30, 2022 | 36.40% |
| March 31, 2022 | 36.40% |
| February 28, 2022 | 36.40% |
| January 31, 2022 | 36.40% |
| December 31, 2021 | 36.40% |
| November 30, 2021 | 36.40% |
| October 31, 2021 | 36.40% |
| September 30, 2021 | 36.40% |
| August 31, 2021 | 36.40% |
| July 31, 2021 | 36.40% |
| June 30, 2021 | 36.40% |
| May 31, 2021 | 36.40% |
| April 30, 2021 | 36.40% |
| March 31, 2021 | 36.40% |
| February 28, 2021 | 36.40% |
| January 31, 2021 | 36.40% |
| December 31, 2020 | 36.40% |
| November 30, 2020 | 36.40% |
| October 31, 2020 | 36.40% |
| September 30, 2020 | 36.40% |
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
33.91%
Minimum
Nov 2019
36.40%
Maximum
Mar 2020
36.23%
Average
36.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| National Grid PLC | 39.19% |
| Centrica PLC | 88.14% |
| Atlantica Sustainable Infrastructure PLC | 58.03% |
| SIMEC Atlantis Energy Ltd | -- |
| ReNew Energy Global PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7593 |
| Beta (5Y) | 0.2675 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.87% |
| Historical Sharpe Ratio (5Y) | 0.1567 |
| Historical Sortino (5Y) | 0.2194 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |