Artesian Resources Corp (ARTNA)
35.05
-0.05
(-0.14%)
USD |
NASDAQ |
Apr 30, 16:00
35.06
+0.01
(+0.03%)
After-Hours: 20:00
Artesian Resources Max Drawdown (5Y): 43.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.88% |
| March 31, 2024 | 42.91% |
| February 29, 2024 | 42.91% |
| January 31, 2024 | 39.74% |
| December 31, 2023 | 35.60% |
| November 30, 2023 | 35.60% |
| October 31, 2023 | 35.60% |
| September 30, 2023 | 31.34% |
| August 31, 2023 | 26.48% |
| July 31, 2023 | 25.73% |
| June 30, 2023 | 23.03% |
| May 31, 2023 | 22.26% |
| April 30, 2023 | 22.26% |
| March 31, 2023 | 22.26% |
| February 28, 2023 | 22.26% |
| January 31, 2023 | 22.26% |
| December 31, 2022 | 23.26% |
| November 30, 2022 | 23.26% |
| October 31, 2022 | 23.26% |
| September 30, 2022 | 23.26% |
| August 31, 2022 | 23.26% |
| July 31, 2022 | 23.26% |
| June 30, 2022 | 23.26% |
| May 31, 2022 | 23.26% |
| April 30, 2022 | 23.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 23.26% |
| February 28, 2022 | 23.26% |
| January 31, 2022 | 23.26% |
| December 31, 2021 | 23.26% |
| November 30, 2021 | 23.26% |
| October 31, 2021 | 23.26% |
| September 30, 2021 | 23.26% |
| August 31, 2021 | 23.26% |
| July 31, 2021 | 23.26% |
| June 30, 2021 | 23.99% |
| May 31, 2021 | 23.99% |
| April 30, 2021 | 23.99% |
| March 31, 2021 | 23.99% |
| February 28, 2021 | 23.99% |
| January 31, 2021 | 23.99% |
| December 31, 2020 | 23.99% |
| November 30, 2020 | 23.99% |
| October 31, 2020 | 23.99% |
| September 30, 2020 | 23.99% |
| August 31, 2020 | 23.99% |
| July 31, 2020 | 23.99% |
| June 30, 2020 | 23.99% |
| May 31, 2020 | 23.99% |
| April 30, 2020 | 23.99% |
| March 31, 2020 | 23.99% |
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
22.26%
Minimum
Jan 2023
43.88%
Maximum
Apr 2024
25.61%
Average
23.99%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Cadiz Inc | 89.36% |
| Middlesex Water Co | 60.52% |
| Pure Cycle Corp | 52.49% |
| The York Water Co | 34.16% |
| Global Water Resources Inc | 51.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.445 |
| Beta (5Y) | 0.2028 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.60% |
| Historical Sharpe Ratio (5Y) | -0.009 |
| Historical Sortino (5Y) | -0.0137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.80% |