Essential Utilities Inc (WTRG)
38.63
+0.39
(+1.02%)
USD |
NYSE |
Nov 04, 16:00
37.77
-0.86
(-2.23%)
Pre-Market: 05:31
Essential Utilities Max Drawdown (5Y): 39.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 39.62% |
| September 30, 2024 | 39.62% |
| August 31, 2024 | 39.62% |
| July 31, 2024 | 39.62% |
| June 30, 2024 | 39.62% |
| May 31, 2024 | 39.62% |
| April 30, 2024 | 39.62% |
| March 31, 2024 | 39.62% |
| February 29, 2024 | 39.62% |
| January 31, 2024 | 39.62% |
| December 31, 2023 | 39.62% |
| November 30, 2023 | 39.62% |
| October 31, 2023 | 39.62% |
| September 30, 2023 | 39.62% |
| August 31, 2023 | 39.62% |
| July 31, 2023 | 39.62% |
| June 30, 2023 | 39.62% |
| May 31, 2023 | 39.62% |
| April 30, 2023 | 39.62% |
| March 31, 2023 | 39.62% |
| February 28, 2023 | 39.62% |
| January 31, 2023 | 39.62% |
| December 31, 2022 | 39.62% |
| November 30, 2022 | 39.62% |
| October 31, 2022 | 39.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.62% |
| August 31, 2022 | 39.62% |
| July 31, 2022 | 39.62% |
| June 30, 2022 | 39.62% |
| May 31, 2022 | 39.62% |
| April 30, 2022 | 39.62% |
| March 31, 2022 | 39.62% |
| February 28, 2022 | 39.62% |
| January 31, 2022 | 39.62% |
| December 31, 2021 | 39.62% |
| November 30, 2021 | 39.62% |
| October 31, 2021 | 39.62% |
| September 30, 2021 | 39.62% |
| August 31, 2021 | 39.62% |
| July 31, 2021 | 39.62% |
| June 30, 2021 | 39.62% |
| May 31, 2021 | 39.62% |
| April 30, 2021 | 39.62% |
| March 31, 2021 | 39.62% |
| February 28, 2021 | 39.62% |
| January 31, 2021 | 39.62% |
| December 31, 2020 | 39.62% |
| November 30, 2020 | 39.62% |
| October 31, 2020 | 39.62% |
| September 30, 2020 | 39.62% |
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
19.11%
Minimum
Nov 2019
39.62%
Maximum
Mar 2020
38.27%
Average
39.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Water Works Co Inc | 37.10% |
| American States Water Co | 32.89% |
| California Water Service Group | 36.48% |
| Middlesex Water Co | 60.52% |
| SJW Group | 36.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.91 |
| Beta (5Y) | 0.8429 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.49% |
| Historical Sharpe Ratio (5Y) | -0.1142 |
| Historical Sortino (5Y) | -0.1636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |