MDU Resources Group Inc (MDU)

18.10 +0.12 (+0.67%) USD  |  NYSE  |  Dec 20, 16:00
18.16 +0.06 (+0.33%) After-Hours: 20:00
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MDU Resources Group Max Drawdown (5Y): 50.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Air T Inc 68.02%
Harte-Hanks Inc 98.37%
Seaboard Corp 43.33%
Planet Green Holdings Corp 96.88%
1847 Holdings LLC 100.00%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.185
Beta (5Y) 0.6699
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.76%
Historical Sharpe Ratio (5Y) 0.3796
Historical Sortino (5Y) 0.5879
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.74%