Unitil Corp (UTL)
60.23
+0.96
(+1.62%)
USD |
NYSE |
Nov 21, 16:00
59.05
-1.18
(-1.96%)
Pre-Market: 07:44
Unitil Max Drawdown (5Y): 48.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.36% |
| September 30, 2024 | 48.36% |
| August 31, 2024 | 48.36% |
| July 31, 2024 | 48.36% |
| June 30, 2024 | 48.36% |
| May 31, 2024 | 48.36% |
| April 30, 2024 | 48.36% |
| March 31, 2024 | 48.36% |
| February 29, 2024 | 48.36% |
| January 31, 2024 | 48.36% |
| December 31, 2023 | 48.36% |
| November 30, 2023 | 48.36% |
| October 31, 2023 | 48.36% |
| September 30, 2023 | 48.36% |
| August 31, 2023 | 48.36% |
| July 31, 2023 | 48.36% |
| June 30, 2023 | 48.36% |
| May 31, 2023 | 48.36% |
| April 30, 2023 | 48.36% |
| March 31, 2023 | 48.36% |
| February 28, 2023 | 48.36% |
| January 31, 2023 | 48.36% |
| December 31, 2022 | 48.36% |
| November 30, 2022 | 48.36% |
| October 31, 2022 | 48.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.36% |
| August 31, 2022 | 48.36% |
| July 31, 2022 | 48.36% |
| June 30, 2022 | 48.36% |
| May 31, 2022 | 48.36% |
| April 30, 2022 | 48.36% |
| March 31, 2022 | 48.36% |
| February 28, 2022 | 48.36% |
| January 31, 2022 | 48.36% |
| December 31, 2021 | 48.36% |
| November 30, 2021 | 48.36% |
| October 31, 2021 | 48.36% |
| September 30, 2021 | 48.36% |
| August 31, 2021 | 48.36% |
| July 31, 2021 | 48.36% |
| June 30, 2021 | 48.36% |
| May 31, 2021 | 48.36% |
| April 30, 2021 | 48.36% |
| March 31, 2021 | 48.36% |
| February 28, 2021 | 48.36% |
| January 31, 2021 | 48.36% |
| December 31, 2020 | 48.36% |
| November 30, 2020 | 48.36% |
| October 31, 2020 | 45.75% |
| September 30, 2020 | 41.13% |
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
19.53%
Minimum
Nov 2019
48.36%
Maximum
Nov 2020
45.05%
Average
48.36%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| American Electric Power Co Inc | 32.91% |
| The AES Corp | 56.58% |
| CenterPoint Energy Inc | 59.78% |
| NRG Energy Inc | 48.76% |
| NorthWestern Energy Group Inc | 39.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.530 |
| Beta (5Y) | 0.6096 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.50% |
| Historical Sharpe Ratio (5Y) | -0.0249 |
| Historical Sortino (5Y) | -0.0436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.94% |