American Water Works Co Inc (AWK)
135.30
-0.70
(-0.51%)
USD |
NYSE |
Nov 04, 16:00
134.52
-0.78
(-0.58%)
Pre-Market: 05:44
American Water Works Max Drawdown (5Y): 37.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.10% |
| September 30, 2024 | 37.10% |
| August 31, 2024 | 37.10% |
| July 31, 2024 | 37.10% |
| June 30, 2024 | 37.10% |
| May 31, 2024 | 37.10% |
| April 30, 2024 | 37.10% |
| March 31, 2024 | 36.90% |
| February 29, 2024 | 36.90% |
| January 31, 2024 | 36.90% |
| December 31, 2023 | 36.90% |
| November 30, 2023 | 36.90% |
| October 31, 2023 | 36.90% |
| September 30, 2023 | 32.49% |
| August 31, 2023 | 32.44% |
| July 31, 2023 | 32.44% |
| June 30, 2023 | 32.44% |
| May 31, 2023 | 32.44% |
| April 30, 2023 | 32.44% |
| March 31, 2023 | 32.44% |
| February 28, 2023 | 32.44% |
| January 31, 2023 | 32.44% |
| December 31, 2022 | 32.44% |
| November 30, 2022 | 32.44% |
| October 31, 2022 | 32.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.16% |
| August 31, 2022 | 31.16% |
| July 31, 2022 | 31.16% |
| June 30, 2022 | 31.16% |
| May 31, 2022 | 31.16% |
| April 30, 2022 | 31.16% |
| March 31, 2022 | 31.16% |
| February 28, 2022 | 31.16% |
| January 31, 2022 | 31.16% |
| December 31, 2021 | 31.16% |
| November 30, 2021 | 31.16% |
| October 31, 2021 | 31.16% |
| September 30, 2021 | 31.16% |
| August 31, 2021 | 31.16% |
| July 31, 2021 | 31.16% |
| June 30, 2021 | 31.16% |
| May 31, 2021 | 31.16% |
| April 30, 2021 | 31.16% |
| March 31, 2021 | 31.16% |
| February 28, 2021 | 31.16% |
| January 31, 2021 | 31.16% |
| December 31, 2020 | 31.16% |
| November 30, 2020 | 31.16% |
| October 31, 2020 | 31.16% |
| September 30, 2020 | 31.16% |
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
17.12%
Minimum
Nov 2019
37.10%
Maximum
Apr 2024
31.74%
Average
31.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American States Water Co | 32.89% |
| SJW Group | 36.09% |
| Essential Utilities Inc | 39.62% |
| California Water Service Group | 36.48% |
| Xcel Energy Inc | 34.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.321 |
| Beta (5Y) | 0.7027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.63% |
| Historical Sharpe Ratio (5Y) | 0.0682 |
| Historical Sortino (5Y) | 0.1075 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |