Reaves Utility Income Fund (UTG)
33.40
-0.02
(-0.06%)
USD |
NYAM |
Nov 15, 16:00
33.36
-0.04
(-0.12%)
After-Hours: 20:00
UTG Max Drawdown (5Y): 47.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.96% |
| September 30, 2024 | 47.96% |
| August 31, 2024 | 47.96% |
| July 31, 2024 | 47.96% |
| June 30, 2024 | 47.96% |
| May 31, 2024 | 47.96% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
20.27%
Minimum
Nov 2019
47.96%
Maximum
Mar 2020
46.12%
Average
47.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.714 |
| Beta (5Y) | 0.8416 |
| Alpha (vs YCharts Benchmark) (5Y) | -2.956 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.88% |
| Historical Sharpe Ratio (5Y) | 0.0972 |
| Historical Sortino (5Y) | 0.1064 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.51% |