Middlesex Water Co (MSEX)
48.15
-0.93
(-1.89%)
USD |
NASDAQ |
Apr 25, 10:40
Middlesex Water Max Drawdown (5Y): 56.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 56.65% |
| February 29, 2024 | 56.40% |
| January 31, 2024 | 52.08% |
| December 31, 2023 | 47.45% |
| November 30, 2023 | 47.45% |
| October 31, 2023 | 47.13% |
| September 30, 2023 | 43.85% |
| August 31, 2023 | 41.38% |
| July 31, 2023 | 41.38% |
| June 30, 2023 | 41.38% |
| May 31, 2023 | 41.38% |
| April 30, 2023 | 38.33% |
| March 31, 2023 | 38.32% |
| February 28, 2023 | 37.00% |
| January 31, 2023 | 37.00% |
| December 31, 2022 | 37.00% |
| November 30, 2022 | 37.00% |
| October 31, 2022 | 37.00% |
| September 30, 2022 | 35.22% |
| August 31, 2022 | 34.87% |
| July 31, 2022 | 34.87% |
| June 30, 2022 | 34.87% |
| May 31, 2022 | 29.55% |
| April 30, 2022 | 28.80% |
| March 31, 2022 | 28.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 28.80% |
| January 31, 2022 | 28.80% |
| December 31, 2021 | 28.80% |
| November 30, 2021 | 28.80% |
| October 31, 2021 | 28.80% |
| September 30, 2021 | 28.80% |
| August 31, 2021 | 28.80% |
| July 31, 2021 | 28.80% |
| June 30, 2021 | 28.80% |
| May 31, 2021 | 28.80% |
| April 30, 2021 | 28.80% |
| March 31, 2021 | 28.80% |
| February 28, 2021 | 28.80% |
| January 31, 2021 | 28.80% |
| December 31, 2020 | 28.80% |
| November 30, 2020 | 28.80% |
| October 31, 2020 | 28.80% |
| September 30, 2020 | 28.80% |
| August 31, 2020 | 28.80% |
| July 31, 2020 | 28.80% |
| June 30, 2020 | 28.80% |
| May 31, 2020 | 28.80% |
| April 30, 2020 | 28.80% |
| March 31, 2020 | 28.80% |
| February 29, 2020 | 25.15% |
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
25.15%
Minimum
Apr 2019
56.65%
Maximum
Mar 2024
32.88%
Average
28.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Water Works Co Inc | 36.90% |
| American States Water Co | 30.77% |
| Essential Utilities Inc | 39.62% |
| Artesian Resources Corp | 42.91% |
| Cadiz Inc | 89.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.49 |
| Beta (5Y) | 0.7442 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.50% |
| Historical Sharpe Ratio (5Y) | -0.0623 |
| Historical Sortino (5Y) | -0.1082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.25% |