Artesian Resources Corp (ARTNA)
32.86
+0.93
(+2.91%)
USD |
NASDAQ |
Mar 28, 16:00
32.86
0.00 (0.00%)
After-Hours: 20:00
Artesian Resources Max Drawdown (5Y): 49.40% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Cadiz Inc | 89.53% |
| Middlesex Water Co | 60.52% |
| Pure Cycle Corp | 52.49% |
| SJW Group | 42.84% |
| The York Water Co | 39.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.611 |
| Beta (5Y) | 0.1928 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.81% |
| Historical Sharpe Ratio (5Y) | -0.0812 |
| Historical Sortino (5Y) | -0.1364 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.01% |