Unitil Corp (UTL)
49.94
-0.55
(-1.09%)
USD |
NYSE |
Apr 26, 16:00
50.04
+0.10
(+0.20%)
After-Hours: 20:00
Unitil Max Drawdown (5Y): 48.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 48.36% |
| February 29, 2024 | 48.36% |
| January 31, 2024 | 48.36% |
| December 31, 2023 | 48.36% |
| November 30, 2023 | 48.36% |
| October 31, 2023 | 48.36% |
| September 30, 2023 | 48.36% |
| August 31, 2023 | 48.36% |
| July 31, 2023 | 48.36% |
| June 30, 2023 | 48.36% |
| May 31, 2023 | 48.36% |
| April 30, 2023 | 48.36% |
| March 31, 2023 | 48.36% |
| February 28, 2023 | 48.36% |
| January 31, 2023 | 48.36% |
| December 31, 2022 | 48.36% |
| November 30, 2022 | 48.36% |
| October 31, 2022 | 48.36% |
| September 30, 2022 | 48.36% |
| August 31, 2022 | 48.36% |
| July 31, 2022 | 48.36% |
| June 30, 2022 | 48.36% |
| May 31, 2022 | 48.36% |
| April 30, 2022 | 48.36% |
| March 31, 2022 | 48.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 48.36% |
| January 31, 2022 | 48.36% |
| December 31, 2021 | 48.36% |
| November 30, 2021 | 48.36% |
| October 31, 2021 | 48.36% |
| September 30, 2021 | 48.36% |
| August 31, 2021 | 48.36% |
| July 31, 2021 | 48.36% |
| June 30, 2021 | 48.36% |
| May 31, 2021 | 48.36% |
| April 30, 2021 | 48.36% |
| March 31, 2021 | 48.36% |
| February 28, 2021 | 48.36% |
| January 31, 2021 | 48.36% |
| December 31, 2020 | 48.36% |
| November 30, 2020 | 48.36% |
| October 31, 2020 | 45.75% |
| September 30, 2020 | 41.13% |
| August 31, 2020 | 38.43% |
| July 31, 2020 | 35.69% |
| June 30, 2020 | 35.69% |
| May 31, 2020 | 35.69% |
| April 30, 2020 | 35.69% |
| March 31, 2020 | 35.69% |
| February 29, 2020 | 19.53% |
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
19.53%
Minimum
Apr 2019
48.36%
Maximum
Nov 2020
41.69%
Average
48.36%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| FirstEnergy Corp | 47.67% |
| NRG Energy Inc | 48.76% |
| American Electric Power Co Inc | 32.91% |
| NorthWestern Energy Group Inc | 39.27% |
| Via Renewables Inc | 89.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.202 |
| Beta (5Y) | 0.5864 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.43% |
| Historical Sharpe Ratio (5Y) | 0.0178 |
| Historical Sortino (5Y) | 0.0296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.94% |