The York Water Co (YORW)
37.01
+0.14
(+0.38%)
USD |
NASDAQ |
May 08, 13:47
York Water Max Drawdown (5Y): 34.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 34.16% |
| March 31, 2024 | 31.02% |
| February 29, 2024 | 31.02% |
| January 31, 2024 | 31.02% |
| December 31, 2023 | 31.02% |
| November 30, 2023 | 31.02% |
| October 31, 2023 | 31.02% |
| September 30, 2023 | 28.16% |
| August 31, 2023 | 28.16% |
| July 31, 2023 | 28.16% |
| June 30, 2023 | 28.16% |
| May 31, 2023 | 28.16% |
| April 30, 2023 | 28.16% |
| March 31, 2023 | 28.16% |
| February 28, 2023 | 28.16% |
| January 31, 2023 | 28.16% |
| December 31, 2022 | 28.16% |
| November 30, 2022 | 28.16% |
| October 31, 2022 | 28.16% |
| September 30, 2022 | 27.93% |
| August 31, 2022 | 27.93% |
| July 31, 2022 | 27.93% |
| June 30, 2022 | 27.93% |
| May 31, 2022 | 27.93% |
| April 30, 2022 | 27.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 27.93% |
| February 28, 2022 | 27.93% |
| January 31, 2022 | 27.93% |
| December 31, 2021 | 27.93% |
| November 30, 2021 | 27.93% |
| October 31, 2021 | 27.93% |
| September 30, 2021 | 27.93% |
| August 31, 2021 | 27.93% |
| July 31, 2021 | 27.93% |
| June 30, 2021 | 27.93% |
| May 31, 2021 | 27.93% |
| April 30, 2021 | 27.93% |
| March 31, 2021 | 27.93% |
| February 28, 2021 | 27.93% |
| January 31, 2021 | 27.93% |
| December 31, 2020 | 27.93% |
| November 30, 2020 | 27.93% |
| October 31, 2020 | 27.93% |
| September 30, 2020 | 27.93% |
| August 31, 2020 | 27.93% |
| July 31, 2020 | 27.93% |
| June 30, 2020 | 27.93% |
| May 31, 2020 | 27.93% |
| April 30, 2020 | 27.93% |
| March 31, 2020 | 27.93% |
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
27.72%
Minimum
May 2019
34.16%
Maximum
Apr 2024
28.35%
Average
27.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Artesian Resources Corp | 43.88% |
| Cadiz Inc | 89.36% |
| Middlesex Water Co | 60.52% |
| Pure Cycle Corp | 52.49% |
| Global Water Resources Inc | 51.69% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.087 |
| Beta (5Y) | 0.6049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.94% |
| Historical Sharpe Ratio (5Y) | 0.0285 |
| Historical Sortino (5Y) | 0.045 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.38% |