Adams Resources & Energy Inc (AE)
31.35
-0.84 (-2.61%)
USD |
NYAM |
Jul 01, 16:00
31.51
+0.16 (+0.51%)
Pre-Market: 20:00
Adams Resources & Energy Max Drawdown (5Y): 65.68% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| July 31, 2020 | 65.68% |
| June 30, 2020 | 65.68% |
| Date | Value |
|---|---|
| May 31, 2020 | 65.68% |
| April 30, 2020 | 65.68% |
| March 31, 2020 | 65.68% |
| February 29, 2020 | 64.44% |
| January 31, 2020 | 64.44% |
| December 31, 2019 | 64.44% |
| November 30, 2019 | 64.44% |
| October 31, 2019 | 64.44% |
| September 30, 2019 | 64.44% |
| August 31, 2019 | 64.44% |
| July 31, 2019 | 64.44% |
| June 30, 2019 | 64.44% |
| May 31, 2019 | 64.44% |
| April 30, 2019 | 64.44% |
| March 31, 2019 | 64.44% |
| February 28, 2019 | 64.44% |
| January 31, 2019 | 64.44% |
| December 31, 2018 | 64.44% |
| November 30, 2018 | 64.44% |
| October 31, 2018 | 64.44% |
| September 30, 2018 | 64.44% |
| August 31, 2018 | 64.44% |
| July 31, 2018 | 64.44% |
| June 30, 2018 | 64.44% |
| May 31, 2018 | 64.44% |
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
Jul 2017
65.68%
Maximum
Mar 2020
65.02%
Average
64.44%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
| Empire Petroleum Corp | 91.07% |
| Enservco Corp | 97.45% |
| US Energy Corp | 98.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.65 |
| Beta (5Y) | 0.9358 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.66% |
| Historical Sharpe Ratio (5Y) | 0.0835 |
| Historical Sortino (5Y) | 0.1368 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.50% |