American States Water Co (AWR)
77.70
+1.62
(+2.13%)
USD |
NYSE |
Mar 28, 16:00
77.70
0.00 (0.00%)
After-Hours: 19:29
American States Water Max Drawdown (5Y): 32.89% 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
| American Water Works Co Inc | 37.10% |
| SJW Group | 42.84% |
| California Water Service Group | 38.22% |
| Middlesex Water Co | 60.52% |
| Essential Utilities Inc | 39.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.342 |
| Beta (5Y) | 0.4665 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.29% |
| Historical Sharpe Ratio (5Y) | -0.0314 |
| Historical Sortino (5Y) | -0.0564 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |