American States Water Co (AWR)
84.05
-0.35
(-0.41%)
USD |
NYSE |
Nov 21, 16:00
84.04
-0.01
(-0.01%)
Pre-Market: 20:00
American States Water Max Drawdown (5Y): 32.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.89% |
| September 30, 2024 | 32.89% |
| August 31, 2024 | 32.89% |
| July 31, 2024 | 32.89% |
| June 30, 2024 | 32.89% |
| May 31, 2024 | 32.89% |
| April 30, 2024 | 32.89% |
| March 31, 2024 | 30.77% |
| February 29, 2024 | 30.77% |
| January 31, 2024 | 30.77% |
| December 31, 2023 | 30.77% |
| November 30, 2023 | 30.77% |
| October 31, 2023 | 30.77% |
| September 30, 2023 | 30.77% |
| August 31, 2023 | 30.77% |
| July 31, 2023 | 30.77% |
| June 30, 2023 | 30.77% |
| May 31, 2023 | 30.77% |
| April 30, 2023 | 30.77% |
| March 31, 2023 | 30.77% |
| February 28, 2023 | 30.77% |
| January 31, 2023 | 30.77% |
| December 31, 2022 | 30.77% |
| November 30, 2022 | 30.77% |
| October 31, 2022 | 30.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.77% |
| August 31, 2022 | 30.77% |
| July 31, 2022 | 30.77% |
| June 30, 2022 | 30.77% |
| May 31, 2022 | 30.77% |
| April 30, 2022 | 30.77% |
| March 31, 2022 | 30.77% |
| February 28, 2022 | 30.77% |
| January 31, 2022 | 30.77% |
| December 31, 2021 | 30.77% |
| November 30, 2021 | 30.77% |
| October 31, 2021 | 30.77% |
| September 30, 2021 | 30.77% |
| August 31, 2021 | 30.77% |
| July 31, 2021 | 30.77% |
| June 30, 2021 | 30.77% |
| May 31, 2021 | 30.77% |
| April 30, 2021 | 30.77% |
| March 31, 2021 | 30.77% |
| February 28, 2021 | 30.77% |
| January 31, 2021 | 30.77% |
| December 31, 2020 | 30.77% |
| November 30, 2020 | 30.77% |
| October 31, 2020 | 30.77% |
| September 30, 2020 | 30.77% |
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
19.39%
Minimum
Nov 2019
32.89%
Maximum
Apr 2024
30.25%
Average
30.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Water Works Co Inc | 37.10% |
| SJW Group | 36.09% |
| Essential Utilities Inc | 39.62% |
| California Water Service Group | 36.48% |
| Middlesex Water Co | 60.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.791 |
| Beta (5Y) | 0.4923 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.97% |
| Historical Sharpe Ratio (5Y) | -0.1564 |
| Historical Sortino (5Y) | -0.2691 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.50% |