Adams Resources & Energy Inc (AE)
34.28
-1.12
(-3.16%)
USD |
NYAM |
May 26, 16:00
34.28
0.00 (0.00%)
After-Hours: 20:00
Adams Resources & Energy Max Drawdown (5Y): 65.68% for April 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
May 2018
65.68%
Maximum
Mar 2020
65.23%
Average
65.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NextDecade Corp | 88.79% |
| Nine Energy Service Inc | 99.03% |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
| Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.69 |
| Beta (5Y) | 0.8501 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.12% |
| Historical Sharpe Ratio (5Y) | 0.1413 |
| Historical Sortino (5Y) | 0.2235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.44% |