Cadiz Inc (CDZI)
4.13
+0.06
(+1.47%)
USD |
NASDAQ |
Dec 10, 16:00
4.13
0.00 (0.00%)
After-Hours: 17:02
Cadiz Max Drawdown (5Y): 89.53% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 89.53% |
October 31, 2024 | 89.53% |
September 30, 2024 | 89.53% |
August 31, 2024 | 89.53% |
July 31, 2024 | 89.53% |
June 30, 2024 | 89.53% |
May 31, 2024 | 89.53% |
April 30, 2024 | 89.53% |
March 31, 2024 | 89.53% |
February 29, 2024 | 89.53% |
January 31, 2024 | 89.53% |
December 31, 2023 | 89.53% |
November 30, 2023 | 89.53% |
October 31, 2023 | 89.53% |
September 30, 2023 | 89.53% |
August 31, 2023 | 89.53% |
July 31, 2023 | 89.53% |
June 30, 2023 | 89.53% |
May 31, 2023 | 89.53% |
April 30, 2023 | 89.53% |
March 31, 2023 | 89.53% |
February 28, 2023 | 89.53% |
January 31, 2023 | 89.53% |
December 31, 2022 | 89.53% |
November 30, 2022 | 89.53% |
Date | Value |
---|---|
October 31, 2022 | 89.53% |
September 30, 2022 | 89.53% |
August 31, 2022 | 89.53% |
July 31, 2022 | 89.53% |
June 30, 2022 | 89.53% |
May 31, 2022 | 89.53% |
April 30, 2022 | 89.53% |
March 31, 2022 | 89.53% |
February 28, 2022 | 88.09% |
January 31, 2022 | 84.33% |
December 31, 2021 | 77.74% |
November 30, 2021 | 74.61% |
October 31, 2021 | 62.13% |
September 30, 2021 | 57.93% |
August 31, 2021 | 48.84% |
July 31, 2021 | 51.62% |
June 30, 2021 | 55.75% |
May 31, 2021 | 61.08% |
April 30, 2021 | 61.08% |
March 31, 2021 | 62.43% |
February 28, 2021 | 69.65% |
January 31, 2021 | 69.65% |
December 31, 2020 | 69.65% |
November 30, 2020 | 71.30% |
October 31, 2020 | 77.61% |
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
48.84%
Minimum
Aug 2021
89.53%
Maximum
Mar 2022
81.37%
Average
89.53%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Artesian Resources Corp | 43.93% |
Middlesex Water Co | 60.52% |
Pure Cycle Corp | 52.49% |
SJW Group | 36.09% |
The York Water Co | 34.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.66 |
Beta (5Y) | 0.9715 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.67% |
Historical Sharpe Ratio (5Y) | -0.2747 |
Historical Sortino (5Y) | -0.4495 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.82% |