Consolidated Water Co Ltd (CWCO)
25.22
+0.39
(+1.57%)
USD |
NASDAQ |
Apr 26, 16:00
25.22
0.00 (0.00%)
After-Hours: 20:00
Consolidated Water Max Drawdown (5Y): 47.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 35.31% |
| July 31, 2020 | 35.31% |
| June 30, 2020 | 36.28% |
| May 31, 2020 | 38.08% |
| April 30, 2020 | 38.08% |
| March 31, 2020 | 38.08% |
| February 29, 2020 | 38.08% |
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
35.31%
Minimum
Jul 2020
47.73%
Maximum
Feb 2022
44.68%
Average
44.99%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| American Water Works Co Inc | 36.90% |
| American States Water Co | 30.77% |
| Essential Utilities Inc | 39.62% |
| Global Water Resources Inc | 51.69% |
| Atmos Energy Corp | 32.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.42 |
| Beta (5Y) | 0.0913 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.62% |
| Historical Sharpe Ratio (5Y) | 0.5084 |
| Historical Sortino (5Y) | 1.014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.21% |