Reaves Utility Income Fund (UTG)
26.24
-0.02
(-0.08%)
USD |
NYAM |
May 01, 16:00
26.24
0.00 (0.00%)
After-Hours: 18:07
UTG Max Drawdown (5Y): 47.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.96% |
March 31, 2024 | 47.96% |
February 29, 2024 | 47.96% |
January 31, 2024 | 47.96% |
December 31, 2023 | 47.96% |
November 30, 2023 | 47.96% |
October 31, 2023 | 47.96% |
September 30, 2023 | 47.96% |
August 31, 2023 | 47.96% |
July 31, 2023 | 47.96% |
June 30, 2023 | 47.96% |
May 31, 2023 | 47.96% |
April 30, 2023 | 47.96% |
March 31, 2023 | 47.96% |
February 28, 2023 | 47.96% |
January 31, 2023 | 47.96% |
December 31, 2022 | 47.96% |
November 30, 2022 | 47.96% |
October 31, 2022 | 47.96% |
September 30, 2022 | 47.96% |
August 31, 2022 | 47.96% |
July 31, 2022 | 47.96% |
June 30, 2022 | 47.96% |
May 31, 2022 | 47.96% |
April 30, 2022 | 47.96% |
Date | Value |
---|---|
March 31, 2022 | 47.96% |
February 28, 2022 | 47.96% |
January 31, 2022 | 47.96% |
December 31, 2021 | 47.96% |
November 30, 2021 | 47.96% |
October 31, 2021 | 47.96% |
September 30, 2021 | 47.96% |
August 31, 2021 | 47.96% |
July 31, 2021 | 47.96% |
June 30, 2021 | 47.96% |
May 31, 2021 | 47.96% |
April 30, 2021 | 47.96% |
March 31, 2021 | 47.96% |
February 28, 2021 | 47.96% |
January 31, 2021 | 47.96% |
December 31, 2020 | 47.96% |
November 30, 2020 | 47.96% |
October 31, 2020 | 47.96% |
September 30, 2020 | 47.96% |
August 31, 2020 | 47.96% |
July 31, 2020 | 47.96% |
June 30, 2020 | 47.96% |
May 31, 2020 | 47.96% |
April 30, 2020 | 47.96% |
March 31, 2020 | 47.96% |
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
24.33%
Minimum
May 2019
47.96%
Maximum
Mar 2020
44.02%
Average
47.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DNP Select Income Fund Inc | 39.54% |
Vanguard Utilities ETF | 36.43% |
Utilities Select Sector SPDR® ETF | 36.03% |
Duff & Phelps Utility & Infrastructure Fund Inc. | 64.61% |
Fidelity MSCI Utilities ETF | 36.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.172 |
Beta (5Y) | 0.8043 |
Alpha (vs YCharts Benchmark) (5Y) | -4.160 |
Beta (vs YCharts Benchmark) (5Y) | 0.9439 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.22% |
Historical Sharpe Ratio (5Y) | -0.0169 |
Historical Sortino (5Y) | -0.018 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.51% |