American Water Works Co Inc (AWK)
122.22
+0.72
(+0.59%)
USD |
NYSE |
Mar 28, 16:00
122.48
+0.26
(+0.21%)
After-Hours: 20:00
American Water Works Max Drawdown (5Y): 36.90% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 31.16% |
July 31, 2020 | 31.16% |
June 30, 2020 | 31.16% |
May 31, 2020 | 31.16% |
April 30, 2020 | 31.16% |
March 31, 2020 | 31.16% |
February 29, 2020 | 17.12% |
January 31, 2020 | 17.12% |
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
Mar 2019
36.90%
Maximum
Oct 2023
29.08%
Average
31.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
California Water Service Group | 34.95% |
American States Water Co | 30.77% |
Essential Utilities Inc | 39.62% |
Consolidated Water Co Ltd | 47.73% |
Atmos Energy Corp | 32.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.078 |
Beta (5Y) | 0.6271 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.16% |
Historical Sharpe Ratio (5Y) | 0.1176 |
Historical Sortino (5Y) | 0.1792 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |