SJW Group (SJW)
54.50
-0.39
(-0.71%)
USD |
NYSE |
Nov 04, 16:00
54.52
+0.02
(+0.03%)
Pre-Market: 20:00
SJW Group Max Drawdown (5Y): 36.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.09% |
| September 30, 2024 | 36.09% |
| August 31, 2024 | 36.09% |
| July 31, 2024 | 36.09% |
| June 30, 2024 | 36.09% |
| May 31, 2024 | 36.09% |
| April 30, 2024 | 36.09% |
| March 31, 2024 | 33.50% |
| February 29, 2024 | 33.50% |
| January 31, 2024 | 33.50% |
| December 31, 2023 | 33.50% |
| November 30, 2023 | 33.50% |
| October 31, 2023 | 33.50% |
| September 30, 2023 | 33.50% |
| August 31, 2023 | 33.50% |
| July 31, 2023 | 33.50% |
| June 30, 2023 | 33.50% |
| May 31, 2023 | 33.50% |
| April 30, 2023 | 33.50% |
| March 31, 2023 | 33.50% |
| February 28, 2023 | 33.50% |
| January 31, 2023 | 33.50% |
| December 31, 2022 | 33.50% |
| November 30, 2022 | 33.50% |
| October 31, 2022 | 33.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 33.50% |
| August 31, 2022 | 33.50% |
| July 31, 2022 | 33.50% |
| June 30, 2022 | 33.50% |
| May 31, 2022 | 33.50% |
| April 30, 2022 | 33.50% |
| March 31, 2022 | 33.50% |
| February 28, 2022 | 33.50% |
| January 31, 2022 | 33.50% |
| December 31, 2021 | 33.50% |
| November 30, 2021 | 33.50% |
| October 31, 2021 | 33.50% |
| September 30, 2021 | 33.50% |
| August 31, 2021 | 33.50% |
| July 31, 2021 | 33.50% |
| June 30, 2021 | 33.50% |
| May 31, 2021 | 33.50% |
| April 30, 2021 | 33.50% |
| March 31, 2021 | 33.50% |
| February 28, 2021 | 33.50% |
| January 31, 2021 | 33.50% |
| December 31, 2020 | 33.50% |
| November 30, 2020 | 33.50% |
| October 31, 2020 | 33.50% |
| September 30, 2020 | 33.50% |
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
23.74%
Minimum
Nov 2019
36.09%
Maximum
Apr 2024
33.15%
Average
33.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Water Works Co Inc | 37.10% |
| American States Water Co | 32.89% |
| Middlesex Water Co | 60.52% |
| Essential Utilities Inc | 39.62% |
| Artesian Resources Corp | 43.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.49 |
| Beta (5Y) | 0.6262 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.35% |
| Historical Sharpe Ratio (5Y) | -0.2223 |
| Historical Sortino (5Y) | -0.3586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |