Essential Utilities Inc (WTRG)
36.54
+0.28
(+0.77%)
USD |
NYSE |
Apr 24, 16:00
36.55
+0.01
(+0.03%)
After-Hours: 20:00
Essential Utilities Max Drawdown (5Y): 39.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 39.62% |
July 31, 2020 | 39.62% |
June 30, 2020 | 39.62% |
May 31, 2020 | 39.62% |
April 30, 2020 | 39.62% |
March 31, 2020 | 39.62% |
February 29, 2020 | 20.46% |
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
Apr 2019
39.62%
Maximum
Mar 2020
35.88%
Average
39.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American States Water Co | 30.77% |
American Water Works Co Inc | 36.90% |
California Water Service Group | 34.95% |
Middlesex Water Co | 56.65% |
Artesian Resources Corp | 42.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.848 |
Beta (5Y) | 0.8173 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.18% |
Historical Sharpe Ratio (5Y) | 0.0313 |
Historical Sortino (5Y) | 0.0435 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |