Adams Resources & Energy Inc (AE)
27.50
+0.59
(+2.19%)
USD |
NYAM |
Nov 04, 16:00
27.61
+0.11
(+0.40%)
After-Hours: 20:00
Adams Resources & Energy Max Drawdown (5Y): 65.68% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 65.68% |
August 31, 2024 | 65.68% |
July 31, 2024 | 65.68% |
June 30, 2024 | 65.68% |
May 31, 2024 | 65.68% |
April 30, 2024 | 65.68% |
March 31, 2024 | 65.68% |
February 29, 2024 | 65.68% |
January 31, 2024 | 65.68% |
December 31, 2023 | 65.68% |
November 30, 2023 | 65.68% |
October 31, 2023 | 65.68% |
September 30, 2023 | 65.68% |
August 31, 2023 | 65.68% |
July 31, 2023 | 65.68% |
June 30, 2023 | 65.68% |
May 31, 2023 | 65.68% |
April 30, 2023 | 65.68% |
March 31, 2023 | 65.68% |
February 28, 2023 | 65.68% |
January 31, 2023 | 65.68% |
December 31, 2022 | 65.68% |
November 30, 2022 | 65.68% |
October 31, 2022 | 65.68% |
September 30, 2022 | 65.68% |
Date | Value |
---|---|
August 31, 2022 | 65.68% |
July 31, 2022 | 65.68% |
June 30, 2022 | 65.68% |
May 31, 2022 | 65.68% |
April 30, 2022 | 65.68% |
March 31, 2022 | 65.68% |
February 28, 2022 | 65.68% |
January 31, 2022 | 65.68% |
December 31, 2021 | 65.68% |
November 30, 2021 | 65.68% |
October 31, 2021 | 65.68% |
September 30, 2021 | 65.68% |
August 31, 2021 | 65.68% |
July 31, 2021 | 65.68% |
June 30, 2021 | 65.68% |
May 31, 2021 | 65.68% |
April 30, 2021 | 65.68% |
March 31, 2021 | 65.68% |
February 28, 2021 | 65.68% |
January 31, 2021 | 65.68% |
December 31, 2020 | 65.68% |
November 30, 2020 | 65.68% |
October 31, 2020 | 65.68% |
September 30, 2020 | 65.68% |
August 31, 2020 | 65.68% |
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
64.44%
Minimum
Nov 2019
65.68%
Maximum
Mar 2020
65.60%
Average
65.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Barnwell Industries Inc | 87.98% |
CKX Lands Inc | 54.31% |
US Energy Corp | 96.09% |
Enservco Corp | 98.32% |
Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.73 |
Beta (5Y) | 0.7953 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.00% |
Historical Sharpe Ratio (5Y) | -0.0397 |
Historical Sortino (5Y) | -0.0657 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.73% |