Water Resources
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AWK American Water Works Company, Inc. | Utilities | 3.57% |
XYL | 3.57% | |
IEX IDEX Corporation | Industrials | 3.57% |
WMS | 3.57% | |
VMI | 3.57% | |
ECL Ecolab Inc. | Basic Materials | 3.57% |
AOS A. O. Smith Corporation | Industrials | 3.57% |
ZWS | 3.57% | |
AQUA Evoqua Water Technologies Corp. | Industrials | 3.57% |
TTEK Tetra Tech, Inc. | Industrials | 3.57% |
PNR Pentair plc | Industrials | 3.57% |
CWT California Water Service Group | Utilities | 3.57% |
PRMW Primo Water Corporation | Consumer Defensive | 3.57% |
VIE.PA Veolia Environnement S.A. | Industrials | 3.57% |
TTC The Toro Company | Industrials | 3.57% |
AWR American States Water Company | Utilities | 3.57% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | Utilities | 3.57% |
MSEX Middlesex Water Company | Utilities | 3.57% |
LNN Lindsay Corporation | Industrials | 3.57% |
WTRG | 3.57% | |
BMI Badger Meter, Inc. | Industrials | 3.57% |
WAT | 3.57% | |
FELE Franklin Electric Co., Inc. | Industrials | 3.57% |
SVT Servotronics, Inc. | Industrials | 3.57% |
WTS | 3.57% | |
MWA Mueller Water Products, Inc. | Industrials | 3.57% |
WTTR | 3.57% | |
ITRI Itron, Inc. | Technology | 3.57% |
Performance
The chart shows the growth of an initial investment of $10,000 in Water Resources, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Nov 2, 2017, corresponding to the inception date of AQUA
Returns
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
Water Resources | 9.11% | 7.00% | 1.97% | 3.53% | 13.95% | N/A |
Portfolio components: | ||||||
AWK American Water Works Company, Inc. | -10.85% | 12.80% | -7.62% | -11.77% | 8.75% | 14.58% |
XYL | N/A | N/A | N/A | N/A | N/A | N/A |
IEX IDEX Corporation | -10.03% | 7.79% | -2.01% | -14.67% | 9.40% | 12.58% |
WMS | N/A | N/A | N/A | N/A | N/A | N/A |
VMI | N/A | N/A | N/A | N/A | N/A | N/A |
ECL Ecolab Inc. | 33.42% | 15.06% | 11.81% | 28.29% | 4.83% | 7.58% |
AOS A. O. Smith Corporation | 37.11% | 8.37% | 13.65% | 29.77% | 12.30% | 12.95% |
ZWS | N/A | N/A | N/A | N/A | N/A | N/A |
AQUA Evoqua Water Technologies Corp. | N/A | N/A | N/A | N/A | N/A | N/A |
TTEK Tetra Tech, Inc. | 12.68% | 9.01% | 6.46% | 5.05% | 22.52% | 20.26% |
PNR Pentair plc | 49.64% | 12.49% | 14.08% | 44.32% | 11.00% | 5.40% |
CWT California Water Service Group | -13.13% | 4.77% | -9.79% | -18.19% | 4.24% | 11.12% |
PRMW Primo Water Corporation | -4.04% | 11.25% | 13.31% | -5.92% | 1.46% | 7.78% |
VIE.PA Veolia Environnement S.A. | 25.64% | 10.53% | 3.58% | 22.08% | 13.66% | 14.35% |
TTC The Toro Company | -23.45% | 5.79% | -15.35% | -21.80% | 8.14% | 12.54% |
AWR American States Water Company | -10.51% | 3.49% | -10.37% | -16.07% | 5.68% | 13.52% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 34.64% | 16.72% | 29.74% | 24.05% | 16.82% | 6.12% |
MSEX Middlesex Water Company | -14.72% | 3.70% | -19.34% | -26.90% | 6.51% | 14.48% |
LNN Lindsay Corporation | -25.72% | -5.18% | -3.51% | -31.57% | 4.57% | 5.69% |
WTRG | N/A | N/A | N/A | N/A | N/A | N/A |
BMI Badger Meter, Inc. | 37.72% | 7.65% | 3.19% | 30.63% | 23.00% | 20.15% |
WAT | N/A | N/A | N/A | N/A | N/A | N/A |
FELE Franklin Electric Co., Inc. | 14.70% | 6.54% | -5.66% | 10.12% | 16.09% | 9.05% |
SVT Servotronics, Inc. | 4.36% | 14.43% | -10.99% | -0.72% | -0.41% | 4.74% |
WTS | N/A | N/A | N/A | N/A | N/A | N/A |
MWA Mueller Water Products, Inc. | 28.22% | 10.63% | -6.56% | 18.02% | 7.15% | 6.35% |
WTTR | N/A | N/A | N/A | N/A | N/A | N/A |
ITRI Itron, Inc. | 36.31% | 21.44% | -0.83% | 27.22% | 4.98% | 5.30% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 0.19% | 8.41% | 2.71% | -2.77% | -7.38% | -3.73% | 8.51% |
Dividend yield
Water Resources granted a 1.39% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Water Resources | 1.39% | 1.22% | 0.86% | 1.08% | 1.29% | 1.46% | 2.74% | 1.30% | 1.47% | 1.46% | 1.51% | 1.63% |
Portfolio components: | ||||||||||||
AWK American Water Works Company, Inc. | 2.08% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% | 2.27% | 1.99% | 3.26% |
XYL | 1.24% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% | 1.34% | 1.35% | 1.49% |
IEX IDEX Corporation | 1.24% | 1.02% | 0.90% | 1.00% | 1.12% | 1.31% | 1.10% | 1.49% | 1.62% | 1.37% | 1.21% | 1.65% |
WMS | 0.43% | 0.57% | 0.31% | 0.43% | 3.47% | 1.24% | 1.09% | 1.08% | 0.76% | 0.17% | 0.00% | 0.00% |
VMI | 1.05% | 0.67% | 0.80% | 1.03% | 1.00% | 1.35% | 0.90% | 1.06% | 1.41% | 1.08% | 0.65% | 0.63% |
ECL Ecolab Inc. | 1.10% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.21% | 1.17% | 1.11% | 0.93% | 1.15% |
AOS A. O. Smith Corporation | 1.98% | 1.99% | 1.23% | 1.79% | 1.89% | 1.78% | 0.91% | 1.01% | 0.99% | 1.06% | 0.85% | 1.14% |
ZWS | 0.97% | 0.95% | 0.82% | 0.81% | 0.00% | 0.00% | 41.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AQUA Evoqua Water Technologies Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTEK Tetra Tech, Inc. | 0.62% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% | 0.79% | 0.00% | 0.00% |
PNR Pentair plc | 1.33% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% | 1.24% | 1.79% |
CWT California Water Service Group | 2.01% | 1.65% | 1.28% | 1.57% | 1.53% | 1.57% | 1.59% | 2.04% | 2.88% | 2.64% | 2.77% | 3.43% |
PRMW Primo Water Corporation | 2.19% | 1.80% | 1.36% | 1.53% | 1.75% | 1.72% | 1.44% | 2.11% | 2.18% | 3.40% | 2.86% | 0.75% |
VIE.PA Veolia Environnement S.A. | 3.87% | 4.17% | 2.09% | 2.50% | 3.88% | 4.68% | 3.76% | 4.51% | 3.20% | 4.92% | 6.12% | 7.65% |
TTC The Toro Company | 1.59% | 1.10% | 1.09% | 1.07% | 1.16% | 1.48% | 1.11% | 1.12% | 1.44% | 1.33% | 0.97% | 1.09% |
AWR American States Water Company | 2.04% | 1.65% | 1.35% | 1.61% | 1.34% | 1.58% | 1.72% | 2.01% | 2.08% | 2.21% | 2.65% | 2.65% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 1.81% | 1.88% | 1.09% | 2.94% | 1.99% | 3.85% | 3.67% | 0.70% | 2.31% | 4.86% | 6.46% | 3.54% |
MSEX Middlesex Water Company | 1.91% | 1.50% | 0.92% | 1.44% | 1.54% | 1.71% | 2.15% | 1.88% | 2.92% | 3.31% | 3.59% | 3.80% |
LNN Lindsay Corporation | 1.15% | 0.82% | 0.86% | 0.99% | 1.29% | 1.27% | 1.34% | 1.53% | 1.52% | 1.24% | 0.59% | 0.51% |
WTRG | 3.30% | 2.33% | 1.93% | 2.05% | 1.93% | 2.48% | 2.02% | 2.46% | 2.30% | 2.37% | 2.48% | 2.64% |
BMI Badger Meter, Inc. | 0.66% | 0.78% | 0.71% | 0.74% | 0.99% | 1.14% | 1.03% | 1.16% | 1.33% | 1.25% | 1.28% | 1.39% |
WAT | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FELE Franklin Electric Co., Inc. | 0.99% | 0.98% | 0.74% | 0.90% | 1.01% | 1.09% | 0.92% | 1.02% | 1.42% | 0.93% | 0.68% | 0.92% |
SVT Servotronics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 1.59% | 1.61% | 1.35% | 1.49% | 1.80% | 0.00% | 1.98% | 3.85% |
WTS | 0.70% | 0.79% | 0.52% | 0.76% | 0.90% | 1.27% | 0.99% | 1.09% | 1.33% | 0.91% | 0.81% | 1.02% |
MWA Mueller Water Products, Inc. | 1.82% | 2.18% | 1.55% | 1.72% | 1.71% | 2.20% | 1.28% | 0.83% | 0.90% | 0.68% | 0.75% | 1.25% |
WTTR | 2.83% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITRI Itron, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Water Resources has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AWK American Water Works Company, Inc. | -0.49 | ||||
XYL | N/A | ||||
IEX IDEX Corporation | -0.63 | ||||
WMS | N/A | ||||
VMI | N/A | ||||
ECL Ecolab Inc. | 1.41 | ||||
AOS A. O. Smith Corporation | 1.04 | ||||
ZWS | N/A | ||||
AQUA Evoqua Water Technologies Corp. | N/A | ||||
TTEK Tetra Tech, Inc. | 0.22 | ||||
PNR Pentair plc | 1.66 | ||||
CWT California Water Service Group | -0.78 | ||||
PRMW Primo Water Corporation | -0.18 | ||||
VIE.PA Veolia Environnement S.A. | 1.14 | ||||
TTC The Toro Company | -0.76 | ||||
AWR American States Water Company | -0.69 | ||||
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 0.68 | ||||
MSEX Middlesex Water Company | -1.05 | ||||
LNN Lindsay Corporation | -0.84 | ||||
WTRG | N/A | ||||
BMI Badger Meter, Inc. | 1.05 | ||||
WAT | N/A | ||||
FELE Franklin Electric Co., Inc. | 0.40 | ||||
SVT Servotronics, Inc. | -0.07 | ||||
WTS | N/A | ||||
MWA Mueller Water Products, Inc. | 0.63 | ||||
WTTR | N/A | ||||
ITRI Itron, Inc. | 0.77 |
Asset Correlations Table
SVT | SBS | WTTR | VIE.PA | AWK | PRMW | WTRG | MSEX | AWR | CWT | WAT | AQUA | WMS | LNN | ITRI | TTC | TTEK | AOS | BMI | ECL | VMI | ZWS | PNR | IEX | MWA | XYL | WTS | FELE | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVT | 1.00 | 0.02 | 0.05 | 0.07 | 0.07 | 0.03 | 0.07 | 0.09 | 0.10 | 0.09 | 0.11 | 0.06 | 0.08 | 0.09 | 0.09 | 0.05 | 0.07 | 0.07 | 0.08 | 0.06 | 0.07 | 0.06 | 0.08 | 0.08 | 0.08 | 0.08 | 0.09 | 0.09 |
SBS | 0.02 | 1.00 | 0.20 | 0.18 | 0.21 | 0.23 | 0.26 | 0.23 | 0.22 | 0.24 | 0.21 | 0.22 | 0.23 | 0.22 | 0.24 | 0.21 | 0.22 | 0.20 | 0.21 | 0.24 | 0.26 | 0.27 | 0.23 | 0.22 | 0.20 | 0.23 | 0.24 | 0.21 |
WTTR | 0.05 | 0.20 | 1.00 | 0.19 | 0.01 | 0.23 | 0.10 | 0.15 | 0.09 | 0.12 | 0.19 | 0.28 | 0.27 | 0.34 | 0.35 | 0.25 | 0.29 | 0.26 | 0.28 | 0.20 | 0.42 | 0.37 | 0.29 | 0.28 | 0.36 | 0.28 | 0.34 | 0.33 |
VIE.PA | 0.07 | 0.18 | 0.19 | 1.00 | 0.26 | 0.28 | 0.27 | 0.21 | 0.22 | 0.24 | 0.22 | 0.23 | 0.26 | 0.22 | 0.25 | 0.25 | 0.27 | 0.24 | 0.25 | 0.34 | 0.26 | 0.28 | 0.25 | 0.24 | 0.27 | 0.29 | 0.27 | 0.25 |
AWK | 0.07 | 0.21 | 0.01 | 0.26 | 1.00 | 0.25 | 0.78 | 0.61 | 0.70 | 0.66 | 0.33 | 0.25 | 0.23 | 0.23 | 0.22 | 0.28 | 0.29 | 0.24 | 0.30 | 0.43 | 0.22 | 0.24 | 0.28 | 0.33 | 0.26 | 0.32 | 0.28 | 0.27 |
PRMW | 0.03 | 0.23 | 0.23 | 0.28 | 0.25 | 1.00 | 0.25 | 0.25 | 0.25 | 0.25 | 0.34 | 0.33 | 0.36 | 0.34 | 0.38 | 0.36 | 0.37 | 0.36 | 0.36 | 0.38 | 0.37 | 0.39 | 0.39 | 0.38 | 0.41 | 0.39 | 0.40 | 0.39 |
WTRG | 0.07 | 0.26 | 0.10 | 0.27 | 0.78 | 0.25 | 1.00 | 0.62 | 0.70 | 0.69 | 0.32 | 0.29 | 0.25 | 0.27 | 0.27 | 0.31 | 0.32 | 0.28 | 0.32 | 0.43 | 0.27 | 0.29 | 0.29 | 0.34 | 0.32 | 0.35 | 0.31 | 0.32 |
MSEX | 0.09 | 0.23 | 0.15 | 0.21 | 0.61 | 0.25 | 0.62 | 1.00 | 0.71 | 0.70 | 0.30 | 0.28 | 0.30 | 0.33 | 0.29 | 0.29 | 0.39 | 0.30 | 0.38 | 0.38 | 0.28 | 0.32 | 0.31 | 0.34 | 0.37 | 0.33 | 0.37 | 0.38 |
AWR | 0.10 | 0.22 | 0.09 | 0.22 | 0.70 | 0.25 | 0.70 | 0.71 | 1.00 | 0.86 | 0.32 | 0.28 | 0.26 | 0.30 | 0.27 | 0.32 | 0.38 | 0.29 | 0.36 | 0.41 | 0.28 | 0.32 | 0.31 | 0.36 | 0.34 | 0.34 | 0.37 | 0.38 |
CWT | 0.09 | 0.24 | 0.12 | 0.24 | 0.66 | 0.25 | 0.69 | 0.70 | 0.86 | 1.00 | 0.32 | 0.29 | 0.27 | 0.35 | 0.30 | 0.35 | 0.39 | 0.32 | 0.38 | 0.42 | 0.31 | 0.33 | 0.32 | 0.37 | 0.37 | 0.35 | 0.38 | 0.40 |
WAT | 0.11 | 0.21 | 0.19 | 0.22 | 0.33 | 0.34 | 0.32 | 0.30 | 0.32 | 0.32 | 1.00 | 0.41 | 0.38 | 0.37 | 0.44 | 0.46 | 0.44 | 0.45 | 0.44 | 0.50 | 0.42 | 0.45 | 0.51 | 0.52 | 0.43 | 0.52 | 0.46 | 0.47 |
AQUA | 0.06 | 0.22 | 0.28 | 0.23 | 0.25 | 0.33 | 0.29 | 0.28 | 0.28 | 0.29 | 0.41 | 1.00 | 0.45 | 0.40 | 0.49 | 0.41 | 0.46 | 0.46 | 0.45 | 0.45 | 0.47 | 0.52 | 0.51 | 0.47 | 0.52 | 0.54 | 0.54 | 0.52 |
WMS | 0.08 | 0.23 | 0.27 | 0.26 | 0.23 | 0.36 | 0.25 | 0.30 | 0.26 | 0.27 | 0.38 | 0.45 | 1.00 | 0.46 | 0.48 | 0.47 | 0.48 | 0.51 | 0.50 | 0.46 | 0.48 | 0.54 | 0.52 | 0.50 | 0.54 | 0.50 | 0.56 | 0.55 |
LNN | 0.09 | 0.22 | 0.34 | 0.22 | 0.23 | 0.34 | 0.27 | 0.33 | 0.30 | 0.35 | 0.37 | 0.40 | 0.46 | 1.00 | 0.49 | 0.51 | 0.48 | 0.50 | 0.51 | 0.42 | 0.63 | 0.54 | 0.50 | 0.51 | 0.56 | 0.50 | 0.55 | 0.58 |
ITRI | 0.09 | 0.24 | 0.35 | 0.25 | 0.22 | 0.38 | 0.27 | 0.29 | 0.27 | 0.30 | 0.44 | 0.49 | 0.48 | 0.49 | 1.00 | 0.46 | 0.50 | 0.49 | 0.57 | 0.47 | 0.51 | 0.53 | 0.53 | 0.51 | 0.58 | 0.56 | 0.56 | 0.56 |
TTC | 0.05 | 0.21 | 0.25 | 0.25 | 0.28 | 0.36 | 0.31 | 0.29 | 0.32 | 0.35 | 0.46 | 0.41 | 0.47 | 0.51 | 0.46 | 1.00 | 0.49 | 0.57 | 0.48 | 0.51 | 0.54 | 0.52 | 0.57 | 0.61 | 0.53 | 0.58 | 0.57 | 0.58 |
TTEK | 0.07 | 0.22 | 0.29 | 0.27 | 0.29 | 0.37 | 0.32 | 0.39 | 0.38 | 0.39 | 0.44 | 0.46 | 0.48 | 0.48 | 0.50 | 0.49 | 1.00 | 0.45 | 0.54 | 0.49 | 0.50 | 0.53 | 0.51 | 0.52 | 0.54 | 0.54 | 0.56 | 0.57 |
AOS | 0.07 | 0.20 | 0.26 | 0.24 | 0.24 | 0.36 | 0.28 | 0.30 | 0.29 | 0.32 | 0.45 | 0.46 | 0.51 | 0.50 | 0.49 | 0.57 | 0.45 | 1.00 | 0.50 | 0.52 | 0.53 | 0.60 | 0.65 | 0.60 | 0.58 | 0.62 | 0.61 | 0.64 |
BMI | 0.08 | 0.21 | 0.28 | 0.25 | 0.30 | 0.36 | 0.32 | 0.38 | 0.36 | 0.38 | 0.44 | 0.45 | 0.50 | 0.51 | 0.57 | 0.48 | 0.54 | 0.50 | 1.00 | 0.48 | 0.51 | 0.55 | 0.54 | 0.53 | 0.59 | 0.58 | 0.59 | 0.62 |
ECL | 0.06 | 0.24 | 0.20 | 0.34 | 0.43 | 0.38 | 0.43 | 0.38 | 0.41 | 0.42 | 0.50 | 0.45 | 0.46 | 0.42 | 0.47 | 0.51 | 0.49 | 0.52 | 0.48 | 1.00 | 0.47 | 0.52 | 0.57 | 0.58 | 0.53 | 0.60 | 0.54 | 0.55 |
VMI | 0.07 | 0.26 | 0.42 | 0.26 | 0.22 | 0.37 | 0.27 | 0.28 | 0.28 | 0.31 | 0.42 | 0.47 | 0.48 | 0.63 | 0.51 | 0.54 | 0.50 | 0.53 | 0.51 | 0.47 | 1.00 | 0.58 | 0.58 | 0.57 | 0.59 | 0.59 | 0.62 | 0.63 |
ZWS | 0.06 | 0.27 | 0.37 | 0.28 | 0.24 | 0.39 | 0.29 | 0.32 | 0.32 | 0.33 | 0.45 | 0.52 | 0.54 | 0.54 | 0.53 | 0.52 | 0.53 | 0.60 | 0.55 | 0.52 | 0.58 | 1.00 | 0.65 | 0.59 | 0.63 | 0.64 | 0.66 | 0.66 |
PNR | 0.08 | 0.23 | 0.29 | 0.25 | 0.28 | 0.39 | 0.29 | 0.31 | 0.31 | 0.32 | 0.51 | 0.51 | 0.52 | 0.50 | 0.53 | 0.57 | 0.51 | 0.65 | 0.54 | 0.57 | 0.58 | 0.65 | 1.00 | 0.67 | 0.63 | 0.71 | 0.66 | 0.67 |
IEX | 0.08 | 0.22 | 0.28 | 0.24 | 0.33 | 0.38 | 0.34 | 0.34 | 0.36 | 0.37 | 0.52 | 0.47 | 0.50 | 0.51 | 0.51 | 0.61 | 0.52 | 0.60 | 0.53 | 0.58 | 0.57 | 0.59 | 0.67 | 1.00 | 0.62 | 0.71 | 0.65 | 0.66 |
MWA | 0.08 | 0.20 | 0.36 | 0.27 | 0.26 | 0.41 | 0.32 | 0.37 | 0.34 | 0.37 | 0.43 | 0.52 | 0.54 | 0.56 | 0.58 | 0.53 | 0.54 | 0.58 | 0.59 | 0.53 | 0.59 | 0.63 | 0.63 | 0.62 | 1.00 | 0.65 | 0.69 | 0.69 |
XYL | 0.08 | 0.23 | 0.28 | 0.29 | 0.32 | 0.39 | 0.35 | 0.33 | 0.34 | 0.35 | 0.52 | 0.54 | 0.50 | 0.50 | 0.56 | 0.58 | 0.54 | 0.62 | 0.58 | 0.60 | 0.59 | 0.64 | 0.71 | 0.71 | 0.65 | 1.00 | 0.69 | 0.68 |
WTS | 0.09 | 0.24 | 0.34 | 0.27 | 0.28 | 0.40 | 0.31 | 0.37 | 0.37 | 0.38 | 0.46 | 0.54 | 0.56 | 0.55 | 0.56 | 0.57 | 0.56 | 0.61 | 0.59 | 0.54 | 0.62 | 0.66 | 0.66 | 0.65 | 0.69 | 0.69 | 1.00 | 0.72 |
FELE | 0.09 | 0.21 | 0.33 | 0.25 | 0.27 | 0.39 | 0.32 | 0.38 | 0.38 | 0.40 | 0.47 | 0.52 | 0.55 | 0.58 | 0.56 | 0.58 | 0.57 | 0.64 | 0.62 | 0.55 | 0.63 | 0.66 | 0.67 | 0.66 | 0.69 | 0.68 | 0.72 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Water Resources. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Water Resources was 37.67%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-37.67% | Feb 20, 2020 | 23 | Mar 23, 2020 | 164 | Nov 9, 2020 | 187 |
-25.78% | Jan 3, 2022 | 118 | Jun 16, 2022 | 277 | Jul 12, 2023 | 395 |
-16.78% | Jan 29, 2018 | 235 | Dec 24, 2018 | 35 | Feb 13, 2019 | 270 |
-14.87% | Jul 27, 2023 | 67 | Oct 27, 2023 | — | — | — |
-7.84% | Sep 3, 2021 | 28 | Oct 12, 2021 | 18 | Nov 5, 2021 | 46 |
Volatility Chart
The current Water Resources volatility is 4.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.