MDU Resources Group, Inc. (MDU)
18.62
+0.01
(+0.05%)
USD |
NYSE |
Oct 05, 12:21
MDU Resources Group Max Drawdown (5Y) : 25.25% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 25.25% |
| August 31, 2026 | 25.25% |
| July 31, 2026 | 25.25% |
| June 30, 2026 | 25.25% |
| May 31, 2026 | 25.25% |
| April 30, 2026 | 25.25% |
| March 31, 2026 | 25.25% |
| February 28, 2026 | 25.25% |
| January 31, 2026 | 25.25% |
| December 31, 2025 | 25.25% |
| November 30, 2025 | 25.25% |
| October 31, 2025 | 25.89% |
| September 30, 2025 | 27.42% |
| August 31, 2025 | 30.44% |
| July 31, 2025 | 33.10% |
| June 30, 2025 | 35.03% |
| May 31, 2025 | 35.31% |
| April 30, 2025 | 39.78% |
| March 31, 2025 | 39.78% |
| February 28, 2025 | 51.39% |
| January 31, 2025 | 51.39% |
| December 31, 2024 | 51.39% |
| November 30, 2024 | 51.39% |
| October 31, 2024 | 51.39% |
| September 30, 2024 | 51.39% |
| Date | Value |
|---|---|
| August 31, 2024 | 51.39% |
| July 31, 2024 | 51.39% |
| June 30, 2024 | 51.39% |
| May 31, 2024 | 51.39% |
| April 30, 2024 | 51.39% |
| March 31, 2024 | 51.39% |
| February 29, 2024 | 51.39% |
| January 31, 2024 | 51.39% |
| December 31, 2023 | 51.39% |
| November 30, 2023 | 51.39% |
| October 31, 2023 | 51.39% |
| September 30, 2023 | 51.39% |
| August 31, 2023 | 51.39% |
| July 31, 2023 | 51.39% |
| June 30, 2023 | 51.39% |
| May 31, 2023 | 51.39% |
| April 30, 2023 | 51.39% |
| March 31, 2023 | 51.39% |
| February 28, 2023 | 51.39% |
| January 31, 2023 | 51.39% |
| December 31, 2022 | 51.39% |
| November 30, 2022 | 51.39% |
| October 31, 2022 | 51.39% |
| September 30, 2022 | 51.39% |
| August 31, 2022 | 51.39% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ONE Gas, Inc. | 33.54% |
| Atmos Energy Corp. | 23.03% |
| Spire Inc. | 27.44% |
| Chesapeake Utilities Corp. | 38.67% |
| New Jersey Resources Corp. | 27.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.756 |
| Beta (5Y) | 0.7141 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.47% |
| Historical Sharpe Ratio (5Y) | 0.4407 |
| Historical Sortino (5Y) | 1.009 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.23% |