New Jersey Resources Corp. (NJR)
51.00
-0.59
(-1.14%)
USD |
NYSE |
Oct 05, 11:28
New Jersey Resources Max Drawdown (5Y) : 27.78% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 27.78% |
| August 31, 2026 | 27.78% |
| July 31, 2026 | 27.78% |
| June 30, 2026 | 27.78% |
| May 31, 2026 | 27.78% |
| April 30, 2026 | 27.78% |
| March 31, 2026 | 27.78% |
| February 28, 2026 | 27.78% |
| January 31, 2026 | 27.78% |
| December 31, 2025 | 30.29% |
| November 30, 2025 | 32.28% |
| October 31, 2025 | 37.77% |
| September 30, 2025 | 43.87% |
| August 31, 2025 | 46.10% |
| July 31, 2025 | 46.10% |
| June 30, 2025 | 46.10% |
| May 31, 2025 | 46.10% |
| April 30, 2025 | 46.10% |
| March 31, 2025 | 46.10% |
| February 28, 2025 | 50.63% |
| January 31, 2025 | 50.63% |
| December 31, 2024 | 50.63% |
| November 30, 2024 | 50.63% |
| October 31, 2024 | 50.63% |
| September 30, 2024 | 50.63% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.63% |
| July 31, 2024 | 50.63% |
| June 30, 2024 | 50.63% |
| May 31, 2024 | 50.63% |
| April 30, 2024 | 50.63% |
| March 31, 2024 | 50.63% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Chesapeake Utilities Corp. | 38.67% |
| Spire Inc. | 27.44% |
| Northwest Natural Holding Co. | 46.27% |
| Atmos Energy Corp. | 23.03% |
| MDU Resources Group, Inc. | 25.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.170 |
| Beta (5Y) | 0.4827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.20% |
| Historical Sharpe Ratio (5Y) | 0.4394 |
| Historical Sortino (5Y) | 0.8234 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.48% |