Chesapeake Utilities Corp (CPK)
130.52
-2.88
(-2.16%)
USD |
NYSE |
Apr 04, 16:00
130.44
-0.08
(-0.06%)
After-Hours: 20:00
Chesapeake Utilities Max Drawdown (5Y): 38.67% for March 31, 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
| New Jersey Resources Corp | 46.10% |
| Southwest Gas Holdings Inc | 41.03% |
| Atmos Energy Corp | 27.73% |
| Spire Inc | 39.52% |
| Sempra | 34.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.637 |
| Beta (5Y) | 0.6571 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.27% |
| Historical Sharpe Ratio (5Y) | 0.3534 |
| Historical Sortino (5Y) | 0.6583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.65% |