Adams Resources & Energy Inc (AE)

37.30 +0.09 (+0.24%) USD  |  NYAM  |  Dec 20, 16:00
37.39 +0.09 (+0.24%) After-Hours: 20:00
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Adams Resources & Energy Max Drawdown (5Y): 73.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Profire Energy Inc 87.38%
Diversified Energy Co PLC 57.67%
Barnwell Industries Inc 89.74%
CKX Lands Inc 54.31%
Empire Petroleum Corp 83.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.660
Beta (5Y) 0.8674
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.62%
Historical Sharpe Ratio (5Y) 0.0807
Historical Sortino (5Y) 0.1379
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.73%