SJW Group (SJW)
53.50
-1.31
(-2.39%)
USD |
NYSE |
Apr 26, 16:00
53.60
+0.10
(+0.19%)
Pre-Market: 20:00
SJW Group Max Drawdown (5Y): 33.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 33.50% |
February 29, 2024 | 33.50% |
January 31, 2024 | 33.50% |
December 31, 2023 | 33.50% |
November 30, 2023 | 33.50% |
October 31, 2023 | 33.50% |
September 30, 2023 | 33.50% |
August 31, 2023 | 33.50% |
July 31, 2023 | 33.50% |
June 30, 2023 | 33.50% |
May 31, 2023 | 33.50% |
April 30, 2023 | 33.50% |
March 31, 2023 | 33.50% |
February 28, 2023 | 33.50% |
January 31, 2023 | 33.50% |
December 31, 2022 | 33.50% |
November 30, 2022 | 33.50% |
October 31, 2022 | 33.50% |
September 30, 2022 | 33.50% |
August 31, 2022 | 33.50% |
July 31, 2022 | 33.50% |
June 30, 2022 | 33.50% |
May 31, 2022 | 33.50% |
April 30, 2022 | 33.50% |
March 31, 2022 | 33.50% |
Date | Value |
---|---|
February 28, 2022 | 33.50% |
January 31, 2022 | 33.50% |
December 31, 2021 | 33.50% |
November 30, 2021 | 33.50% |
October 31, 2021 | 33.50% |
September 30, 2021 | 33.50% |
August 31, 2021 | 33.50% |
July 31, 2021 | 33.50% |
June 30, 2021 | 33.50% |
May 31, 2021 | 33.50% |
April 30, 2021 | 33.50% |
March 31, 2021 | 33.50% |
February 28, 2021 | 33.50% |
January 31, 2021 | 33.50% |
December 31, 2020 | 33.50% |
November 30, 2020 | 33.50% |
October 31, 2020 | 33.50% |
September 30, 2020 | 33.50% |
August 31, 2020 | 33.50% |
July 31, 2020 | 33.50% |
June 30, 2020 | 33.50% |
May 31, 2020 | 33.50% |
April 30, 2020 | 33.50% |
March 31, 2020 | 33.50% |
February 29, 2020 | 23.74% |
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
23.74%
Minimum
Apr 2019
33.50%
Maximum
Mar 2020
31.71%
Average
33.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Artesian Resources Corp | 42.91% |
Cadiz Inc | 89.36% |
Middlesex Water Co | 56.65% |
Pure Cycle Corp | 52.49% |
The York Water Co | 31.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.240 |
Beta (5Y) | 0.5795 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.54% |
Historical Sharpe Ratio (5Y) | -0.0712 |
Historical Sortino (5Y) | -0.1104 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.88% |