Caribbean Utilities Co Ltd (CUPUF)
14.00
-0.03
(-0.21%)
USD |
OTCM |
May 28, 16:00
Caribbean Utilities Max Drawdown (5Y): 27.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 27.50% |
| March 31, 2024 | 27.50% |
| February 29, 2024 | 27.50% |
| January 31, 2024 | 27.50% |
| December 31, 2023 | 27.50% |
| November 30, 2023 | 25.96% |
| October 31, 2023 | 24.18% |
| September 30, 2023 | 24.18% |
| August 31, 2023 | 24.18% |
| July 31, 2023 | 24.18% |
| June 30, 2023 | 22.83% |
| May 31, 2023 | 22.83% |
| April 30, 2023 | 22.83% |
| March 31, 2023 | 22.83% |
| February 28, 2023 | 22.83% |
| January 31, 2023 | 22.83% |
| December 31, 2022 | 22.83% |
| November 30, 2022 | 22.83% |
| October 31, 2022 | 22.83% |
| September 30, 2022 | 22.83% |
| August 31, 2022 | 22.83% |
| July 31, 2022 | 22.83% |
| June 30, 2022 | 22.83% |
| May 31, 2022 | 22.83% |
| April 30, 2022 | 22.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 22.83% |
| February 28, 2022 | 22.83% |
| January 31, 2022 | 22.83% |
| December 31, 2021 | 22.83% |
| November 30, 2021 | 22.83% |
| October 31, 2021 | 22.83% |
| September 30, 2021 | 22.83% |
| August 31, 2021 | 22.83% |
| July 31, 2021 | 22.83% |
| June 30, 2021 | 22.83% |
| May 31, 2021 | 22.83% |
| April 30, 2021 | 22.83% |
| March 31, 2021 | 22.83% |
| February 28, 2021 | 22.83% |
| January 31, 2021 | 22.83% |
| December 31, 2020 | 22.83% |
| November 30, 2020 | 22.83% |
| October 31, 2020 | 22.83% |
| September 30, 2020 | 22.83% |
| August 31, 2020 | 22.83% |
| July 31, 2020 | 22.83% |
| June 30, 2020 | 22.83% |
| May 31, 2020 | 22.83% |
| April 30, 2020 | 22.83% |
| March 31, 2020 | 22.83% |
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
13.84%
Minimum
May 2019
27.50%
Maximum
Dec 2023
21.86%
Average
22.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Electric Power Co Inc | 32.91% |
| Consolidated Water Co Ltd | 47.73% |
| NRG Energy Inc | 48.76% |
| NorthWestern Energy Group Inc | 39.27% |
| Via Renewables Inc | 89.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9858 |
| Beta (5Y) | 0.1598 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.55% |
| Historical Sharpe Ratio (5Y) | 0.048 |
| Historical Sortino (5Y) | 0.073 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.84% |