California Water Service Group (CWT)
48.08
+0.15
(+0.31%)
USD |
NYSE |
Apr 29, 10:32
California Water Service Group Max Drawdown (5Y): 34.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 34.95% |
| February 29, 2024 | 34.95% |
| January 31, 2024 | 34.69% |
| December 31, 2023 | 33.57% |
| November 30, 2023 | 33.57% |
| October 31, 2023 | 33.57% |
| September 30, 2023 | 33.02% |
| August 31, 2023 | 31.53% |
| July 31, 2023 | 31.53% |
| June 30, 2023 | 31.53% |
| May 31, 2023 | 31.53% |
| April 30, 2023 | 31.53% |
| March 31, 2023 | 31.53% |
| February 28, 2023 | 31.53% |
| January 31, 2023 | 31.53% |
| December 31, 2022 | 31.53% |
| November 30, 2022 | 31.53% |
| October 31, 2022 | 31.53% |
| September 30, 2022 | 31.53% |
| August 31, 2022 | 31.53% |
| July 31, 2022 | 31.53% |
| June 30, 2022 | 31.53% |
| May 31, 2022 | 29.33% |
| April 30, 2022 | 27.53% |
| March 31, 2022 | 25.99% |
| Date | Value |
|---|---|
| February 28, 2022 | 25.99% |
| January 31, 2022 | 25.99% |
| December 31, 2021 | 25.99% |
| November 30, 2021 | 25.99% |
| October 31, 2021 | 25.99% |
| September 30, 2021 | 25.99% |
| August 31, 2021 | 25.99% |
| July 31, 2021 | 25.99% |
| June 30, 2021 | 25.99% |
| May 31, 2021 | 25.99% |
| April 30, 2021 | 25.99% |
| March 31, 2021 | 25.99% |
| February 28, 2021 | 25.99% |
| January 31, 2021 | 25.99% |
| December 31, 2020 | 25.99% |
| November 30, 2020 | 25.99% |
| October 31, 2020 | 25.99% |
| September 30, 2020 | 25.99% |
| August 31, 2020 | 24.56% |
| July 31, 2020 | 24.56% |
| June 30, 2020 | 24.56% |
| May 31, 2020 | 24.56% |
| April 30, 2020 | 24.56% |
| March 31, 2020 | 24.56% |
| February 29, 2020 | 22.54% |
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
22.54%
Minimum
Apr 2019
34.95%
Maximum
Feb 2024
27.62%
Average
25.99%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| American Water Works Co Inc | 36.90% |
| Essential Utilities Inc | 39.62% |
| American States Water Co | 30.77% |
| Artesian Resources Corp | 42.91% |
| Cadiz Inc | 89.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.714 |
| Beta (5Y) | 0.486 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.88% |
| Historical Sharpe Ratio (5Y) | -0.1411 |
| Historical Sortino (5Y) | -0.2416 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.03% |