The York Water Co (YORW)
38.48
+0.20
(+0.52%)
USD |
NASDAQ |
May 14, 16:00
38.48
0.00 (0.00%)
After-Hours: 20:00
York Water Max Drawdown (5Y): 34.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.16% |
March 31, 2024 | 31.02% |
February 29, 2024 | 31.02% |
January 31, 2024 | 31.02% |
December 31, 2023 | 31.02% |
November 30, 2023 | 31.02% |
October 31, 2023 | 31.02% |
September 30, 2023 | 28.16% |
August 31, 2023 | 28.16% |
July 31, 2023 | 28.16% |
June 30, 2023 | 28.16% |
May 31, 2023 | 28.16% |
April 30, 2023 | 28.16% |
March 31, 2023 | 28.16% |
February 28, 2023 | 28.16% |
January 31, 2023 | 28.16% |
December 31, 2022 | 28.16% |
November 30, 2022 | 28.16% |
October 31, 2022 | 28.16% |
September 30, 2022 | 27.93% |
August 31, 2022 | 27.93% |
July 31, 2022 | 27.93% |
June 30, 2022 | 27.93% |
May 31, 2022 | 27.93% |
April 30, 2022 | 27.93% |
Date | Value |
---|---|
March 31, 2022 | 27.93% |
February 28, 2022 | 27.93% |
January 31, 2022 | 27.93% |
December 31, 2021 | 27.93% |
November 30, 2021 | 27.93% |
October 31, 2021 | 27.93% |
September 30, 2021 | 27.93% |
August 31, 2021 | 27.93% |
July 31, 2021 | 27.93% |
June 30, 2021 | 27.93% |
May 31, 2021 | 27.93% |
April 30, 2021 | 27.93% |
March 31, 2021 | 27.93% |
February 28, 2021 | 27.93% |
January 31, 2021 | 27.93% |
December 31, 2020 | 27.93% |
November 30, 2020 | 27.93% |
October 31, 2020 | 27.93% |
September 30, 2020 | 27.93% |
August 31, 2020 | 27.93% |
July 31, 2020 | 27.93% |
June 30, 2020 | 27.93% |
May 31, 2020 | 27.93% |
April 30, 2020 | 27.93% |
March 31, 2020 | 27.93% |
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
27.72%
Minimum
May 2019
34.16%
Maximum
Apr 2024
28.35%
Average
27.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Artesian Resources Corp | 43.88% |
Cadiz Inc | 89.36% |
Middlesex Water Co | 60.52% |
Pure Cycle Corp | 52.49% |
Global Water Resources Inc | 51.69% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.087 |
Beta (5Y) | 0.6049 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.94% |
Historical Sharpe Ratio (5Y) | 0.0285 |
Historical Sortino (5Y) | 0.045 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.38% |