Global Water Resources Inc (GWRS)
12.89
+0.06
(+0.47%)
USD |
NASDAQ |
May 09, 16:00
12.89
0.00 (0.00%)
After-Hours: 20:00
Global Water Resources Max Drawdown (5Y): 51.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.69% |
March 31, 2024 | 51.69% |
February 29, 2024 | 51.69% |
January 31, 2024 | 51.69% |
December 31, 2023 | 51.69% |
November 30, 2023 | 51.69% |
October 31, 2023 | 51.69% |
September 30, 2023 | 50.12% |
August 31, 2023 | 46.44% |
July 31, 2023 | 46.44% |
June 30, 2023 | 46.44% |
May 31, 2023 | 46.44% |
April 30, 2023 | 46.44% |
March 31, 2023 | 45.30% |
February 28, 2023 | 45.30% |
January 31, 2023 | 45.30% |
December 31, 2022 | 45.30% |
November 30, 2022 | 45.30% |
October 31, 2022 | 45.30% |
September 30, 2022 | 41.40% |
August 31, 2022 | 37.35% |
July 31, 2022 | 37.35% |
June 30, 2022 | 37.35% |
May 31, 2022 | 33.99% |
April 30, 2022 | 32.86% |
Date | Value |
---|---|
March 31, 2022 | 32.86% |
February 28, 2022 | 32.86% |
January 31, 2022 | 32.86% |
December 31, 2021 | 32.86% |
November 30, 2021 | 32.86% |
October 31, 2021 | 32.86% |
September 30, 2021 | 32.86% |
August 31, 2021 | 32.86% |
July 31, 2021 | 32.86% |
June 30, 2021 | 32.86% |
May 31, 2021 | 32.86% |
April 30, 2021 | 32.86% |
March 31, 2021 | 32.86% |
February 28, 2021 | 32.86% |
January 31, 2021 | 32.86% |
December 31, 2020 | 32.86% |
November 30, 2020 | 32.86% |
October 31, 2020 | 32.86% |
September 30, 2020 | 32.86% |
August 31, 2020 | 32.86% |
July 31, 2020 | 32.86% |
June 30, 2020 | 32.86% |
May 31, 2020 | 32.86% |
April 30, 2020 | 32.86% |
March 31, 2020 | 32.86% |
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
20.18%
Minimum
May 2019
51.69%
Maximum
Oct 2023
35.99%
Average
32.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Water Works Co Inc | 37.10% |
Atmos Energy Corp | 32.91% |
American States Water Co | 32.89% |
Artesian Resources Corp | 43.88% |
Cadiz Inc | 89.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.926 |
Beta (5Y) | 0.9787 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.58% |
Historical Sharpe Ratio (5Y) | 0.1629 |
Historical Sortino (5Y) | 0.2634 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.45% |