Black Hills Corp (BKH)
63.29
+0.86
(+1.38%)
USD |
NYSE |
Nov 21, 16:00
63.59
+0.30
(+0.47%)
Pre-Market: 08:58
Black Hills Max Drawdown (5Y): 40.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 40.45% |
September 30, 2024 | 40.45% |
August 31, 2024 | 40.45% |
July 31, 2024 | 40.45% |
June 30, 2024 | 40.45% |
May 31, 2024 | 40.45% |
April 30, 2024 | 40.45% |
March 31, 2024 | 40.45% |
February 29, 2024 | 40.45% |
January 31, 2024 | 40.45% |
December 31, 2023 | 40.45% |
November 30, 2023 | 40.45% |
October 31, 2023 | 40.45% |
September 30, 2023 | 40.45% |
August 31, 2023 | 40.45% |
July 31, 2023 | 40.45% |
June 30, 2023 | 40.45% |
May 31, 2023 | 40.45% |
April 30, 2023 | 40.45% |
March 31, 2023 | 40.45% |
February 28, 2023 | 40.45% |
January 31, 2023 | 40.45% |
December 31, 2022 | 40.45% |
November 30, 2022 | 40.45% |
October 31, 2022 | 40.45% |
Date | Value |
---|---|
September 30, 2022 | 40.45% |
August 31, 2022 | 40.45% |
July 31, 2022 | 40.45% |
June 30, 2022 | 40.45% |
May 31, 2022 | 40.45% |
April 30, 2022 | 40.45% |
March 31, 2022 | 40.45% |
February 28, 2022 | 40.45% |
January 31, 2022 | 40.45% |
December 31, 2021 | 40.45% |
November 30, 2021 | 40.45% |
October 31, 2021 | 40.45% |
September 30, 2021 | 40.45% |
August 31, 2021 | 40.45% |
July 31, 2021 | 40.45% |
June 30, 2021 | 40.45% |
May 31, 2021 | 40.45% |
April 30, 2021 | 40.45% |
March 31, 2021 | 40.45% |
February 28, 2021 | 40.45% |
January 31, 2021 | 40.45% |
December 31, 2020 | 40.45% |
November 30, 2020 | 40.45% |
October 31, 2020 | 40.45% |
September 30, 2020 | 40.45% |
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
36.72%
Minimum
Nov 2019
40.45%
Maximum
Mar 2020
40.20%
Average
40.45%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
UGI Corp | 59.58% |
RGC Resources Inc | 41.76% |
Sempra | 45.00% |
New Fortress Energy Inc | -- |
OPAL Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.22 |
Beta (5Y) | 0.6878 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.12% |
Historical Sharpe Ratio (5Y) | -0.1728 |
Historical Sortino (5Y) | -0.2197 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.32% |