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% |