Mueller Water Products, Inc. (MWA)
15.97
+0.08
(+0.50%)
USD |
NYSE |
Apr 19, 16:00
15.97
0.00 (0.00%)
After-Hours: 20:00
Mueller Water Products Max Drawdown (5Y): 46.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 46.66% |
February 29, 2024 | 46.66% |
January 31, 2024 | 46.66% |
December 31, 2023 | 46.66% |
November 30, 2023 | 46.66% |
October 31, 2023 | 46.66% |
September 30, 2023 | 46.66% |
August 31, 2023 | 46.66% |
July 31, 2023 | 46.66% |
June 30, 2023 | 46.66% |
May 31, 2023 | 46.66% |
April 30, 2023 | 46.66% |
March 31, 2023 | 46.66% |
February 28, 2023 | 46.66% |
January 31, 2023 | 46.66% |
December 31, 2022 | 46.66% |
November 30, 2022 | 46.66% |
October 31, 2022 | 46.66% |
September 30, 2022 | 46.66% |
August 31, 2022 | 46.66% |
July 31, 2022 | 46.66% |
June 30, 2022 | 46.66% |
May 31, 2022 | 46.66% |
April 30, 2022 | 46.66% |
March 31, 2022 | 46.66% |
Date | Value |
---|---|
February 28, 2022 | 46.66% |
January 31, 2022 | 46.66% |
December 31, 2021 | 46.66% |
November 30, 2021 | 46.66% |
October 31, 2021 | 46.66% |
September 30, 2021 | 46.66% |
August 31, 2021 | 46.66% |
July 31, 2021 | 46.66% |
June 30, 2021 | 46.66% |
May 31, 2021 | 46.66% |
April 30, 2021 | 46.66% |
March 31, 2021 | 46.66% |
February 28, 2021 | 46.66% |
January 31, 2021 | 46.66% |
December 31, 2020 | 46.66% |
November 30, 2020 | 46.66% |
October 31, 2020 | 46.66% |
September 30, 2020 | 46.66% |
August 31, 2020 | 46.66% |
July 31, 2020 | 46.66% |
June 30, 2020 | 46.66% |
May 31, 2020 | 46.66% |
April 30, 2020 | 46.66% |
March 31, 2020 | 46.66% |
February 29, 2020 | 36.44% |
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
Apr 2019
46.66%
Maximum
Mar 2020
44.79%
Average
46.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Graham Corp | 74.81% |
Ault Alliance Inc | 100.00% |
Omega Flex Inc | 64.09% |
Smith & Wesson Brands Inc | 81.49% |
Axon Enterprise Inc | 58.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.617 |
Beta (5Y) | 1.346 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.44% |
Historical Sharpe Ratio (5Y) | 0.3381 |
Historical Sortino (5Y) | 0.4246 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.36% |