Artesian Resources Corp (ARTNB)
34.99
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Artesian Resources Max Drawdown (5Y): 40.02% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 40.02% |
| April 30, 2024 | 40.02% |
| March 31, 2024 | 39.63% |
| February 29, 2024 | 39.63% |
| January 31, 2024 | 28.98% |
| December 31, 2023 | 28.98% |
| November 30, 2023 | 28.98% |
| October 31, 2023 | 27.73% |
| September 30, 2023 | 22.94% |
| August 31, 2023 | 22.94% |
| July 31, 2023 | 19.34% |
| June 30, 2023 | 19.34% |
| May 31, 2023 | 19.34% |
| April 30, 2023 | 19.34% |
| March 31, 2023 | 19.34% |
| February 28, 2023 | 19.34% |
| January 31, 2023 | 19.34% |
| December 31, 2022 | 22.35% |
| November 30, 2022 | 22.35% |
| October 31, 2022 | 22.35% |
| September 30, 2022 | 22.35% |
| August 31, 2022 | 22.35% |
| July 31, 2022 | 22.35% |
| June 30, 2022 | 22.35% |
| May 31, 2022 | 22.35% |
| Date | Value |
|---|---|
| April 30, 2022 | 22.35% |
| March 31, 2022 | 22.35% |
| February 28, 2022 | 22.35% |
| January 31, 2022 | 22.35% |
| December 31, 2021 | 22.35% |
| November 30, 2021 | 22.35% |
| October 31, 2021 | 22.35% |
| September 30, 2021 | 22.35% |
| August 31, 2021 | 22.35% |
| July 31, 2021 | 22.35% |
| June 30, 2021 | 22.35% |
| May 31, 2021 | 22.35% |
| April 30, 2021 | 22.35% |
| March 31, 2021 | 22.35% |
| February 28, 2021 | 22.35% |
| January 31, 2021 | 22.35% |
| December 31, 2020 | 22.35% |
| November 30, 2020 | 22.35% |
| October 31, 2020 | 22.35% |
| September 30, 2020 | 22.35% |
| August 31, 2020 | 22.35% |
| July 31, 2020 | 22.35% |
| June 30, 2020 | 22.35% |
| May 31, 2020 | 22.35% |
| April 30, 2020 | 22.35% |
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
19.34%
Minimum
Jan 2023
40.02%
Maximum
Apr 2024
23.61%
Average
22.35%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Cadiz Inc | 89.36% |
| Middlesex Water Co | 60.52% |
| Pure Cycle Corp | 52.49% |
| The York Water Co | 34.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.327 |
| Beta (5Y) | 0.2391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.21% |
| Historical Sharpe Ratio (5Y) | -0.0021 |
| Historical Sortino (5Y) | -0.003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.15% |