Consolidated Water Co Ltd (CWCO)
26.29
-0.06
(-0.23%)
USD |
NASDAQ |
Nov 21, 16:00
26.24
-0.06
(-0.21%)
After-Hours: 20:00
Consolidated Water Max Drawdown (5Y): 47.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.73% |
| September 30, 2024 | 47.73% |
| August 31, 2024 | 47.73% |
| July 31, 2024 | 47.73% |
| June 30, 2024 | 47.73% |
| May 31, 2024 | 47.73% |
| April 30, 2024 | 47.73% |
| March 31, 2024 | 47.73% |
| February 29, 2024 | 47.73% |
| January 31, 2024 | 47.73% |
| December 31, 2023 | 47.73% |
| November 30, 2023 | 47.73% |
| October 31, 2023 | 47.73% |
| September 30, 2023 | 47.73% |
| August 31, 2023 | 47.73% |
| July 31, 2023 | 47.73% |
| June 30, 2023 | 47.73% |
| May 31, 2023 | 47.73% |
| April 30, 2023 | 47.73% |
| March 31, 2023 | 47.73% |
| February 28, 2023 | 47.73% |
| January 31, 2023 | 47.73% |
| December 31, 2022 | 47.73% |
| November 30, 2022 | 47.73% |
| October 31, 2022 | 47.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.73% |
| August 31, 2022 | 47.73% |
| July 31, 2022 | 47.73% |
| June 30, 2022 | 47.73% |
| May 31, 2022 | 47.73% |
| April 30, 2022 | 47.73% |
| March 31, 2022 | 47.73% |
| February 28, 2022 | 47.73% |
| January 31, 2022 | 44.99% |
| December 31, 2021 | 44.99% |
| November 30, 2021 | 44.99% |
| October 31, 2021 | 44.99% |
| September 30, 2021 | 44.99% |
| August 31, 2021 | 44.99% |
| July 31, 2021 | 44.99% |
| June 30, 2021 | 44.99% |
| May 31, 2021 | 44.99% |
| April 30, 2021 | 44.99% |
| March 31, 2021 | 44.99% |
| February 28, 2021 | 44.99% |
| January 31, 2021 | 44.99% |
| December 31, 2020 | 44.99% |
| November 30, 2020 | 44.99% |
| October 31, 2020 | 44.99% |
| September 30, 2020 | 43.07% |
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
36.28%
Minimum
Aug 2020
47.73%
Maximum
Feb 2022
45.47%
Average
47.73%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| American Water Works Co Inc | 37.10% |
| American States Water Co | 32.89% |
| Artesian Resources Corp | 43.88% |
| Cadiz Inc | 89.53% |
| Middlesex Water Co | 60.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.154 |
| Beta (5Y) | 0.1647 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.08% |
| Historical Sharpe Ratio (5Y) | 0.1649 |
| Historical Sortino (5Y) | 0.3459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.22% |