Northwest Natural Holding Co (NWN)
41.79
-0.12
(-0.29%)
USD |
NYSE |
Mar 18, 11:36
Northwest Natural Max Drawdown (5Y): 46.27% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Southwest Gas Holdings Inc | 42.48% |
| RGC Resources Inc | 41.76% |
| Sempra | 45.00% |
| New Fortress Energy Inc | 85.49% |
| OPAL Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.10 |
| Beta (5Y) | 0.5879 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.95% |
| Historical Sharpe Ratio (5Y) | -0.3502 |
| Historical Sortino (5Y) | -0.5894 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.93% |