MDU Resources Group Inc (MDU)
25.20
+0.70
(+2.86%)
USD |
NYSE |
Mar 28, 16:00
25.20
0.00 (0.00%)
Pre-Market: 20:00
MDU Resources Group Max Drawdown (5Y): 51.22% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 51.22% |
January 31, 2024 | 51.22% |
December 31, 2023 | 51.22% |
November 30, 2023 | 51.22% |
October 31, 2023 | 51.22% |
September 30, 2023 | 51.22% |
August 31, 2023 | 51.22% |
July 31, 2023 | 51.22% |
June 30, 2023 | 51.22% |
May 31, 2023 | 51.22% |
April 30, 2023 | 51.22% |
March 31, 2023 | 51.22% |
February 28, 2023 | 51.22% |
January 31, 2023 | 51.22% |
December 31, 2022 | 51.22% |
November 30, 2022 | 51.22% |
October 31, 2022 | 51.22% |
September 30, 2022 | 51.22% |
August 31, 2022 | 51.22% |
July 31, 2022 | 51.22% |
June 30, 2022 | 51.22% |
May 31, 2022 | 51.22% |
April 30, 2022 | 51.22% |
March 31, 2022 | 51.22% |
February 28, 2022 | 51.22% |
Date | Value |
---|---|
January 31, 2022 | 51.22% |
December 31, 2021 | 51.22% |
November 30, 2021 | 51.22% |
October 31, 2021 | 51.22% |
September 30, 2021 | 51.22% |
August 31, 2021 | 51.22% |
July 31, 2021 | 51.22% |
June 30, 2021 | 51.22% |
May 31, 2021 | 51.22% |
April 30, 2021 | 51.22% |
March 31, 2021 | 51.22% |
February 28, 2021 | 51.22% |
January 31, 2021 | 51.22% |
December 31, 2020 | 51.22% |
November 30, 2020 | 51.22% |
October 31, 2020 | 51.42% |
September 30, 2020 | 51.42% |
August 31, 2020 | 51.42% |
July 31, 2020 | 51.42% |
June 30, 2020 | 51.98% |
May 31, 2020 | 51.98% |
April 30, 2020 | 51.98% |
March 31, 2020 | 51.98% |
February 29, 2020 | 51.98% |
January 31, 2020 | 51.98% |
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
51.22%
Minimum
Nov 2020
51.98%
Maximum
Mar 2019
51.43%
Average
51.22%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Honeywell International Inc | 43.00% |
Harte-Hanks Inc | 98.06% |
Matthews International Corp | 75.23% |
Seaboard Corp | 43.33% |
1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.145 |
Beta (5Y) | 0.8009 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.42% |
Historical Sharpe Ratio (5Y) | 0.1728 |
Historical Sortino (5Y) | 0.2206 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.16% |