New Jersey Resources Corp (NJR)
42.91
+0.54
(+1.27%)
USD |
NYSE |
Mar 28, 16:00
42.91
0.00 (0.00%)
After-Hours: 20:00
New Jersey Resources Max Drawdown (5Y): 50.63% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 50.63% |
January 31, 2024 | 50.63% |
December 31, 2023 | 50.63% |
November 30, 2023 | 50.63% |
October 31, 2023 | 50.63% |
September 30, 2023 | 50.63% |
August 31, 2023 | 50.63% |
July 31, 2023 | 50.63% |
June 30, 2023 | 50.63% |
May 31, 2023 | 50.63% |
April 30, 2023 | 50.63% |
March 31, 2023 | 50.63% |
February 28, 2023 | 50.63% |
January 31, 2023 | 50.63% |
December 31, 2022 | 50.63% |
November 30, 2022 | 50.63% |
October 31, 2022 | 50.63% |
September 30, 2022 | 50.63% |
August 31, 2022 | 50.63% |
July 31, 2022 | 50.63% |
June 30, 2022 | 50.63% |
May 31, 2022 | 50.63% |
April 30, 2022 | 50.63% |
March 31, 2022 | 50.63% |
February 28, 2022 | 50.63% |
Date | Value |
---|---|
January 31, 2022 | 50.63% |
December 31, 2021 | 50.63% |
November 30, 2021 | 50.63% |
October 31, 2021 | 50.63% |
September 30, 2021 | 50.63% |
August 31, 2021 | 50.63% |
July 31, 2021 | 50.63% |
June 30, 2021 | 50.63% |
May 31, 2021 | 50.63% |
April 30, 2021 | 50.63% |
March 31, 2021 | 50.63% |
February 28, 2021 | 50.63% |
January 31, 2021 | 50.63% |
December 31, 2020 | 50.63% |
November 30, 2020 | 50.63% |
October 31, 2020 | 50.63% |
September 30, 2020 | 50.63% |
August 31, 2020 | 50.63% |
July 31, 2020 | 50.63% |
June 30, 2020 | 50.63% |
May 31, 2020 | 50.63% |
April 30, 2020 | 50.63% |
March 31, 2020 | 50.63% |
February 29, 2020 | 29.98% |
January 31, 2020 | 20.02% |
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
19.15%
Minimum
Mar 2019
50.63%
Maximum
Mar 2020
44.55%
Average
50.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Atmos Energy Corp | 32.91% |
Southwest Gas Holdings Inc | 42.48% |
Northwest Natural Holding Co | 46.27% |
RGC Resources Inc | 41.76% |
New Fortress Energy Inc | 65.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.655 |
Beta (5Y) | 0.6334 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.14% |
Historical Sharpe Ratio (5Y) | -0.0612 |
Historical Sortino (5Y) | -0.0899 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.92% |