Northwest Natural Holding Co (NWN)
38.32
-0.34
(-0.88%)
USD |
NYSE |
Apr 26, 16:00
38.30
-0.02
(-0.05%)
After-Hours: 20:00
Northwest Natural Max Drawdown (5Y): 46.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 33.18% |
July 31, 2020 | 33.18% |
June 30, 2020 | 32.87% |
May 31, 2020 | 32.87% |
April 30, 2020 | 32.87% |
March 31, 2020 | 32.87% |
February 29, 2020 | 24.25% |
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
Apr 2019
46.27%
Maximum
Feb 2024
39.01%
Average
43.32%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Atmos Energy Corp | 32.91% |
Black Hills Corp | 40.45% |
New Jersey Resources Corp | 50.63% |
Southwest Gas Holdings Inc | 42.48% |
RGC Resources Inc | 41.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.69 |
Beta (5Y) | 0.568 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.86% |
Historical Sharpe Ratio (5Y) | -0.4057 |
Historical Sortino (5Y) | -0.5915 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.95% |