MDU Resources Group Inc (MDU)
24.70
-0.30
(-1.20%)
USD |
NYSE |
Apr 30, 16:00
24.68
-0.02
(-0.06%)
After-Hours: 20:00
MDU Resources Group Max Drawdown (5Y): 51.22% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.22% |
| February 29, 2024 | 51.22% |
| January 31, 2024 | 51.22% |
| December 31, 2023 | 51.22% |
| November 30, 2023 | 51.22% |
| October 31, 2023 | 51.22% |
| September 30, 2023 | 51.22% |
| August 31, 2023 | 51.22% |
| July 31, 2023 | 51.22% |
| June 30, 2023 | 51.22% |
| May 31, 2023 | 51.22% |
| April 30, 2023 | 51.22% |
| March 31, 2023 | 51.22% |
| February 28, 2023 | 51.22% |
| January 31, 2023 | 51.22% |
| December 31, 2022 | 51.22% |
| November 30, 2022 | 51.22% |
| October 31, 2022 | 51.22% |
| September 30, 2022 | 51.22% |
| August 31, 2022 | 51.22% |
| July 31, 2022 | 51.22% |
| June 30, 2022 | 51.22% |
| May 31, 2022 | 51.22% |
| April 30, 2022 | 51.22% |
| March 31, 2022 | 51.22% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.22% |
| January 31, 2022 | 51.22% |
| December 31, 2021 | 51.22% |
| November 30, 2021 | 51.22% |
| October 31, 2021 | 51.22% |
| September 30, 2021 | 51.22% |
| August 31, 2021 | 51.22% |
| July 31, 2021 | 51.22% |
| June 30, 2021 | 51.22% |
| May 31, 2021 | 51.22% |
| April 30, 2021 | 51.22% |
| March 31, 2021 | 51.22% |
| February 28, 2021 | 51.22% |
| January 31, 2021 | 51.22% |
| December 31, 2020 | 51.22% |
| November 30, 2020 | 51.22% |
| October 31, 2020 | 51.42% |
| September 30, 2020 | 51.42% |
| August 31, 2020 | 51.42% |
| July 31, 2020 | 51.42% |
| June 30, 2020 | 51.98% |
| May 31, 2020 | 51.98% |
| April 30, 2020 | 51.98% |
| March 31, 2020 | 51.98% |
| February 29, 2020 | 51.98% |
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
51.22%
Minimum
Nov 2020
51.98%
Maximum
May 2019
51.41%
Average
51.22%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Honeywell International Inc | 43.00% |
| Harte-Hanks Inc | 98.06% |
| Matthews International Corp | 75.23% |
| Seaboard Corp | 43.33% |
| 1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9359 |
| Beta (5Y) | 0.8183 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.70% |
| Historical Sharpe Ratio (5Y) | 0.273 |
| Historical Sortino (5Y) | 0.3478 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.16% |