Chesapeake Utilities Corp (CPK)
130.39
+1.37
(+1.06%)
USD |
NYSE |
Nov 21, 16:00
129.40
-0.99
(-0.76%)
Pre-Market: 05:49
Chesapeake Utilities Max Drawdown (5Y): 38.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.67% |
| September 30, 2024 | 38.67% |
| August 31, 2024 | 38.67% |
| July 31, 2024 | 38.67% |
| June 30, 2024 | 38.67% |
| May 31, 2024 | 38.67% |
| April 30, 2024 | 38.67% |
| March 31, 2024 | 38.67% |
| February 29, 2024 | 38.67% |
| January 31, 2024 | 38.67% |
| December 31, 2023 | 38.67% |
| November 30, 2023 | 38.67% |
| October 31, 2023 | 37.49% |
| September 30, 2023 | 30.86% |
| August 31, 2023 | 27.61% |
| July 31, 2023 | 27.61% |
| June 30, 2023 | 27.61% |
| May 31, 2023 | 27.61% |
| April 30, 2023 | 27.61% |
| March 31, 2023 | 27.61% |
| February 28, 2023 | 27.61% |
| January 31, 2023 | 27.61% |
| December 31, 2022 | 27.61% |
| November 30, 2022 | 27.61% |
| October 31, 2022 | 27.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 27.61% |
| August 31, 2022 | 27.61% |
| July 31, 2022 | 27.61% |
| June 30, 2022 | 27.61% |
| May 31, 2022 | 27.61% |
| April 30, 2022 | 27.61% |
| March 31, 2022 | 27.61% |
| February 28, 2022 | 27.61% |
| January 31, 2022 | 27.61% |
| December 31, 2021 | 27.61% |
| November 30, 2021 | 27.61% |
| October 31, 2021 | 27.61% |
| September 30, 2021 | 27.61% |
| August 31, 2021 | 27.61% |
| July 31, 2021 | 27.61% |
| June 30, 2021 | 27.61% |
| May 31, 2021 | 27.61% |
| April 30, 2021 | 27.61% |
| March 31, 2021 | 27.61% |
| February 28, 2021 | 27.61% |
| January 31, 2021 | 27.61% |
| December 31, 2020 | 27.61% |
| November 30, 2020 | 27.61% |
| October 31, 2020 | 27.61% |
| September 30, 2020 | 27.61% |
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
21.78%
Minimum
Nov 2019
38.67%
Maximum
Nov 2023
29.65%
Average
27.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Atmos Energy Corp | 32.91% |
| RGC Resources Inc | 41.76% |
| Sempra | 45.00% |
| New Fortress Energy Inc | -- |
| OPAL Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.512 |
| Beta (5Y) | 0.6116 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.91% |
| Historical Sharpe Ratio (5Y) | 0.1913 |
| Historical Sortino (5Y) | 0.34 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.13% |