Mueller Water Products Inc (MWA)
24.97
+0.15
(+0.60%)
USD |
NYSE |
Nov 21, 16:00
25.00
+0.03
(+0.12%)
Pre-Market: 07:39
Mueller Water Products Max Drawdown (5Y): 46.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.67% |
| September 30, 2024 | 46.67% |
| August 31, 2024 | 46.67% |
| July 31, 2024 | 46.67% |
| June 30, 2024 | 46.67% |
| May 31, 2024 | 46.67% |
| April 30, 2024 | 46.67% |
| March 31, 2024 | 46.67% |
| February 29, 2024 | 46.67% |
| January 31, 2024 | 46.67% |
| December 31, 2023 | 46.67% |
| November 30, 2023 | 46.67% |
| October 31, 2023 | 46.67% |
| September 30, 2023 | 46.67% |
| August 31, 2023 | 46.67% |
| July 31, 2023 | 46.67% |
| June 30, 2023 | 46.67% |
| May 31, 2023 | 46.67% |
| April 30, 2023 | 46.67% |
| March 31, 2023 | 46.67% |
| February 28, 2023 | 46.67% |
| January 31, 2023 | 46.67% |
| December 31, 2022 | 46.67% |
| November 30, 2022 | 46.67% |
| October 31, 2022 | 46.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.67% |
| August 31, 2022 | 46.67% |
| July 31, 2022 | 46.67% |
| June 30, 2022 | 46.67% |
| May 31, 2022 | 46.67% |
| April 30, 2022 | 46.67% |
| March 31, 2022 | 46.67% |
| February 28, 2022 | 46.67% |
| January 31, 2022 | 46.67% |
| December 31, 2021 | 46.67% |
| November 30, 2021 | 46.67% |
| October 31, 2021 | 46.67% |
| September 30, 2021 | 46.67% |
| August 31, 2021 | 46.67% |
| July 31, 2021 | 46.67% |
| June 30, 2021 | 46.67% |
| May 31, 2021 | 46.67% |
| April 30, 2021 | 46.67% |
| March 31, 2021 | 46.67% |
| February 28, 2021 | 46.67% |
| January 31, 2021 | 46.67% |
| December 31, 2020 | 46.67% |
| November 30, 2020 | 46.67% |
| October 31, 2020 | 46.67% |
| September 30, 2020 | 46.67% |
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
36.44%
Minimum
Nov 2019
46.67%
Maximum
Mar 2020
45.99%
Average
46.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Xylem Inc | 46.69% |
| Tennant Co | 43.14% |
| Energy Recovery Inc | 60.24% |
| Graham Corp | 74.81% |
| Tianrong Internet Products And Services Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.565 |
| Beta (5Y) | 1.337 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.00% |
| Historical Sharpe Ratio (5Y) | 0.4095 |
| Historical Sortino (5Y) | 0.5415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.35% |