New Jersey Resources Corp (NJR)
47.22
-0.51
(-1.07%)
USD |
NYSE |
Nov 14, 16:00
47.22
0.00 (0.00%)
After-Hours: 20:00
New Jersey Resources Max Drawdown (5Y): 50.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.63% |
| September 30, 2024 | 50.63% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
20.02%
Minimum
Nov 2019
50.63%
Maximum
Mar 2020
48.75%
Average
50.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Atmos Energy Corp | 32.91% |
| UGI Corp | 59.58% |
| Sempra | 45.00% |
| RGC Resources Inc | 41.76% |
| New Fortress Energy Inc | 84.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.254 |
| Beta (5Y) | 0.5937 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.93% |
| Historical Sharpe Ratio (5Y) | 0.0967 |
| Historical Sortino (5Y) | 0.1384 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.37% |