Northwest Natural Holding Co (NWN)
40.61
-0.68
(-1.65%)
USD |
NYSE |
Nov 14, 16:00
40.61
0.00 (0.00%)
After-Hours: 20:00
Northwest Natural Max Drawdown (5Y): 46.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.27% |
| September 30, 2024 | 46.27% |
| August 31, 2024 | 46.27% |
| July 31, 2024 | 46.27% |
| June 30, 2024 | 46.27% |
| May 31, 2024 | 46.27% |
| April 30, 2024 | 46.27% |
| March 31, 2024 | 46.27% |
| February 29, 2024 | 46.27% |
| January 31, 2024 | 46.02% |
| December 31, 2023 | 46.02% |
| November 30, 2023 | 46.02% |
| October 31, 2023 | 45.20% |
| September 30, 2023 | 43.32% |
| August 31, 2023 | 43.32% |
| July 31, 2023 | 43.32% |
| June 30, 2023 | 43.32% |
| May 31, 2023 | 43.32% |
| April 30, 2023 | 43.32% |
| March 31, 2023 | 43.32% |
| February 28, 2023 | 43.32% |
| January 31, 2023 | 43.32% |
| December 31, 2022 | 43.32% |
| November 30, 2022 | 43.32% |
| October 31, 2022 | 43.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.32% |
| August 31, 2022 | 43.32% |
| July 31, 2022 | 43.32% |
| June 30, 2022 | 43.32% |
| May 31, 2022 | 43.32% |
| April 30, 2022 | 43.32% |
| March 31, 2022 | 43.32% |
| February 28, 2022 | 43.32% |
| January 31, 2022 | 43.32% |
| December 31, 2021 | 43.32% |
| November 30, 2021 | 43.32% |
| October 31, 2021 | 43.32% |
| September 30, 2021 | 43.32% |
| August 31, 2021 | 43.32% |
| July 31, 2021 | 43.32% |
| June 30, 2021 | 43.32% |
| May 31, 2021 | 43.32% |
| April 30, 2021 | 43.32% |
| March 31, 2021 | 43.32% |
| February 28, 2021 | 43.32% |
| January 31, 2021 | 43.32% |
| December 31, 2020 | 42.64% |
| November 30, 2020 | 42.64% |
| October 31, 2020 | 42.64% |
| September 30, 2020 | 42.64% |
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
24.25%
Minimum
Nov 2019
46.27%
Maximum
Feb 2024
41.58%
Average
43.32%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| UGI Corp | 59.58% |
| Southwest Gas Holdings Inc | 42.48% |
| ONE Gas Inc | 33.54% |
| RGC Resources Inc | 41.76% |
| New Fortress Energy Inc | 84.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.99 |
| Beta (5Y) | 0.577 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.54% |
| Historical Sharpe Ratio (5Y) | -0.4055 |
| Historical Sortino (5Y) | -0.6094 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.95% |