Essential Utilities Inc (WTRG)
38.77
+0.08
(+0.21%)
USD |
NYSE |
May 09, 16:00
38.77
0.00 (0.00%)
After-Hours: 20:00
Essential Utilities Max Drawdown (5Y): 39.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.62% |
March 31, 2024 | 39.62% |
February 29, 2024 | 39.62% |
January 31, 2024 | 39.62% |
December 31, 2023 | 39.62% |
November 30, 2023 | 39.62% |
October 31, 2023 | 39.62% |
September 30, 2023 | 39.62% |
August 31, 2023 | 39.62% |
July 31, 2023 | 39.62% |
June 30, 2023 | 39.62% |
May 31, 2023 | 39.62% |
April 30, 2023 | 39.62% |
March 31, 2023 | 39.62% |
February 28, 2023 | 39.62% |
January 31, 2023 | 39.62% |
December 31, 2022 | 39.62% |
November 30, 2022 | 39.62% |
October 31, 2022 | 39.62% |
September 30, 2022 | 39.62% |
August 31, 2022 | 39.62% |
July 31, 2022 | 39.62% |
June 30, 2022 | 39.62% |
May 31, 2022 | 39.62% |
April 30, 2022 | 39.62% |
Date | Value |
---|---|
March 31, 2022 | 39.62% |
February 28, 2022 | 39.62% |
January 31, 2022 | 39.62% |
December 31, 2021 | 39.62% |
November 30, 2021 | 39.62% |
October 31, 2021 | 39.62% |
September 30, 2021 | 39.62% |
August 31, 2021 | 39.62% |
July 31, 2021 | 39.62% |
June 30, 2021 | 39.62% |
May 31, 2021 | 39.62% |
April 30, 2021 | 39.62% |
March 31, 2021 | 39.62% |
February 28, 2021 | 39.62% |
January 31, 2021 | 39.62% |
December 31, 2020 | 39.62% |
November 30, 2020 | 39.62% |
October 31, 2020 | 39.62% |
September 30, 2020 | 39.62% |
August 31, 2020 | 39.62% |
July 31, 2020 | 39.62% |
June 30, 2020 | 39.62% |
May 31, 2020 | 39.62% |
April 30, 2020 | 39.62% |
March 31, 2020 | 39.62% |
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
19.11%
Minimum
May 2019
39.62%
Maximum
Mar 2020
36.22%
Average
39.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Water Works Co Inc | 37.10% |
American States Water Co | 32.89% |
California Water Service Group | 36.48% |
Middlesex Water Co | 60.52% |
Artesian Resources Corp | 43.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.837 |
Beta (5Y) | 0.8012 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.10% |
Historical Sharpe Ratio (5Y) | -0.0348 |
Historical Sortino (5Y) | -0.0485 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |