Peabody Energy Corp (BTU)
22.05
+0.51
(+2.37%)
USD |
NYSE |
May 03, 16:00
22.06
+0.02
(+0.07%)
After-Hours: 20:00
Peabody Energy Max Drawdown (5Y): 98.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.07% |
March 31, 2024 | 98.07% |
February 29, 2024 | 98.07% |
January 31, 2024 | 98.07% |
December 31, 2023 | 98.07% |
November 30, 2023 | 98.07% |
October 31, 2023 | 98.07% |
September 30, 2023 | 98.07% |
August 31, 2023 | 98.07% |
July 31, 2023 | 98.07% |
June 30, 2023 | 98.07% |
May 31, 2023 | 98.07% |
April 30, 2023 | 98.07% |
March 31, 2023 | 98.07% |
February 28, 2023 | 98.07% |
January 31, 2023 | 98.07% |
December 31, 2022 | 98.07% |
November 30, 2022 | 98.07% |
October 31, 2022 | 98.07% |
September 30, 2022 | 98.07% |
August 31, 2022 | 98.07% |
July 31, 2022 | 98.07% |
June 30, 2022 | 98.07% |
May 31, 2022 | 98.07% |
April 30, 2022 | 98.07% |
Date | Value |
---|---|
March 31, 2022 | 98.07% |
February 28, 2022 | 98.07% |
January 31, 2022 | 98.07% |
December 31, 2021 | 98.07% |
November 30, 2021 | 98.07% |
October 31, 2021 | 98.07% |
September 30, 2021 | 98.07% |
August 31, 2021 | 98.07% |
July 31, 2021 | 98.07% |
June 30, 2021 | 98.07% |
May 31, 2021 | 98.07% |
April 30, 2021 | 98.07% |
March 31, 2021 | 98.07% |
February 28, 2021 | 98.07% |
January 31, 2021 | 98.07% |
December 31, 2020 | 98.07% |
November 30, 2020 | 98.07% |
October 31, 2020 | 97.03% |
September 30, 2020 | 94.66% |
August 31, 2020 | 94.54% |
July 31, 2020 | 94.01% |
June 30, 2020 | 94.01% |
May 31, 2020 | 94.01% |
April 30, 2020 | 94.01% |
March 31, 2020 | 94.01% |
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
46.42%
Minimum
May 2019
98.07%
Maximum
Nov 2020
92.61%
Average
98.07%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
CONSOL Energy Inc | 92.21% |
Alliance Resource Partners LP | 85.24% |
Hallador Energy Co | 93.21% |
Royal Energy Resources Inc | 99.96% |
Exxon Mobil Corp | 61.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.89 |
Beta (5Y) | 1.012 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 101.2% |
Historical Sharpe Ratio (5Y) | -0.0654 |
Historical Sortino (5Y) | -0.1366 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.73% |