Middlesex Water Co. (MSEX)
53.02
+0.12
(+0.23%)
USD |
NASDAQ |
Oct 07, 10:03
Middlesex Water Max Drawdown (5Y) : 60.52% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 60.52% |
| August 31, 2026 | 60.52% |
| July 31, 2026 | 60.52% |
| June 30, 2026 | 60.52% |
| May 31, 2026 | 60.52% |
| April 30, 2026 | 60.52% |
| March 31, 2026 | 60.52% |
| February 28, 2026 | 60.52% |
| January 31, 2026 | 60.52% |
| December 31, 2025 | 60.52% |
| November 30, 2025 | 60.52% |
| October 31, 2025 | 60.52% |
| September 30, 2025 | 60.52% |
| August 31, 2025 | 60.52% |
| July 31, 2025 | 60.52% |
| June 30, 2025 | 60.52% |
| May 31, 2025 | 60.52% |
| April 30, 2025 | 60.52% |
| March 31, 2025 | 60.52% |
| February 28, 2025 | 60.52% |
| January 31, 2025 | 60.52% |
| December 31, 2024 | 60.52% |
| November 30, 2024 | 60.52% |
| October 31, 2024 | 60.52% |
| September 30, 2024 | 60.52% |
| Date | Value |
|---|---|
| August 31, 2024 | 60.52% |
| July 31, 2024 | 60.52% |
| June 30, 2024 | 60.52% |
| May 31, 2024 | 60.52% |
| April 30, 2024 | 60.52% |
| 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% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| American States Water Co. | 32.89% |
| California Water Service Group | 38.22% |
| The York Water Co. | 39.60% |
| Global Water Resources, Inc. | 63.44% |
| Artesian Resources Corp. | 49.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.86 |
| Beta (5Y) | 0.7425 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.77% |
| Historical Sharpe Ratio (5Y) | -0.4848 |
| Historical Sortino (5Y) | -0.8741 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.79% |