Warrior Met Coal Inc (HCC)
63.88
+0.10
(+0.16%)
USD |
NYSE |
May 13, 15:20
Warrior Met Coal Max Drawdown (5Y): 64.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.79% |
March 31, 2024 | 64.79% |
February 29, 2024 | 64.79% |
January 31, 2024 | 64.79% |
December 31, 2023 | 64.79% |
November 30, 2023 | 64.79% |
October 31, 2023 | 64.79% |
September 30, 2023 | 64.79% |
August 31, 2023 | 64.79% |
July 31, 2023 | 64.79% |
June 30, 2023 | 64.79% |
May 31, 2023 | 64.79% |
April 30, 2023 | 64.79% |
March 31, 2023 | 64.79% |
February 28, 2023 | 64.79% |
January 31, 2023 | 64.79% |
December 31, 2022 | 64.79% |
November 30, 2022 | 64.79% |
October 31, 2022 | 64.79% |
September 30, 2022 | 64.79% |
August 31, 2022 | 64.79% |
July 31, 2022 | 64.79% |
June 30, 2022 | 64.79% |
May 31, 2022 | 64.79% |
April 30, 2022 | 64.79% |
Date | Value |
---|---|
March 31, 2022 | 64.79% |
February 28, 2022 | 64.79% |
January 31, 2022 | 64.79% |
December 31, 2021 | 64.79% |
November 30, 2021 | 64.79% |
October 31, 2021 | 64.79% |
September 30, 2021 | 64.79% |
August 31, 2021 | 64.79% |
July 31, 2021 | 64.79% |
June 30, 2021 | 64.79% |
May 31, 2021 | 64.79% |
April 30, 2021 | 64.79% |
March 31, 2021 | 64.79% |
February 28, 2021 | 64.79% |
January 31, 2021 | 64.79% |
December 31, 2020 | 64.79% |
November 30, 2020 | 64.79% |
October 31, 2020 | 64.79% |
September 30, 2020 | 64.79% |
August 31, 2020 | 64.79% |
July 31, 2020 | 64.79% |
June 30, 2020 | 64.79% |
May 31, 2020 | 64.79% |
April 30, 2020 | 64.79% |
March 31, 2020 | 64.79% |
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
29.79%
Minimum
May 2019
64.79%
Maximum
Mar 2020
59.63%
Average
64.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Alpha Metallurgical Resources Inc | 97.35% |
Ramaco Resources Inc | 85.54% |
Arch Resources Inc | 76.53% |
American Resources Corp | 97.44% |
SunCoke Energy Inc | 81.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.585 |
Beta (5Y) | 1.053 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.46% |
Historical Sharpe Ratio (5Y) | 0.4399 |
Historical Sortino (5Y) | 0.7702 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.36% |