New Jersey Resources Corp (NJR)

46.51 +0.48 (+1.04%) USD  |  NYSE  |  Dec 20, 16:00
46.54 +0.03 (+0.06%) Pre-Market: 20:00
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New Jersey Resources Max Drawdown (5Y): 50.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Atmos Energy Corp 32.91%
UGI Corp 59.58%
ONE Gas Inc 33.54%
Sempra 45.00%
New Fortress Energy Inc 85.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.979
Beta (5Y) 0.6252
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.04%
Historical Sharpe Ratio (5Y) 0.2145
Historical Sortino (5Y) 0.3067
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.37%