Adams Resources & Energy Inc (AE)
37.20
+0.05
(+0.13%)
USD |
NYAM |
Nov 21, 16:00
37.20
0.00 (0.00%)
After-Hours: 20:00
Adams Resources & Energy Max Drawdown (5Y): 73.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 73.89% |
September 30, 2024 | 73.89% |
August 31, 2024 | 73.89% |
July 31, 2024 | 73.89% |
June 30, 2024 | 73.89% |
May 31, 2024 | 73.89% |
April 30, 2024 | 73.89% |
March 31, 2024 | 73.89% |
February 29, 2024 | 73.89% |
January 31, 2024 | 73.89% |
December 31, 2023 | 73.89% |
November 30, 2023 | 73.89% |
October 31, 2023 | 73.89% |
September 30, 2023 | 73.89% |
August 31, 2023 | 73.89% |
July 31, 2023 | 73.89% |
June 30, 2023 | 73.89% |
May 31, 2023 | 73.89% |
April 30, 2023 | 73.89% |
March 31, 2023 | 73.89% |
February 28, 2023 | 73.89% |
January 31, 2023 | 73.89% |
December 31, 2022 | 73.89% |
November 30, 2022 | 73.89% |
October 31, 2022 | 73.89% |
Date | Value |
---|---|
September 30, 2022 | 73.89% |
August 31, 2022 | 73.89% |
July 31, 2022 | 73.89% |
June 30, 2022 | 73.89% |
May 31, 2022 | 73.89% |
April 30, 2022 | 73.89% |
March 31, 2022 | 73.89% |
February 28, 2022 | 73.89% |
January 31, 2022 | 73.89% |
December 31, 2021 | 73.89% |
November 30, 2021 | 73.89% |
October 31, 2021 | 73.89% |
September 30, 2021 | 73.89% |
August 31, 2021 | 73.89% |
July 31, 2021 | 73.89% |
June 30, 2021 | 73.89% |
May 31, 2021 | 73.89% |
April 30, 2021 | 73.89% |
March 31, 2021 | 73.89% |
February 28, 2021 | 73.89% |
January 31, 2021 | 73.89% |
December 31, 2020 | 73.89% |
November 30, 2020 | 73.89% |
October 31, 2020 | 73.89% |
September 30, 2020 | 73.89% |
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
73.89%
Maximum
Mar 2020
73.26%
Average
73.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Diversified Energy Co PLC | -- |
Barnwell Industries Inc | 89.74% |
CKX Lands Inc | 54.31% |
US Energy Corp | 97.67% |
Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.87 |
Beta (5Y) | 0.7920 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.68% |
Historical Sharpe Ratio (5Y) | -0.0139 |
Historical Sortino (5Y) | -0.0229 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.73% |