Alpha Metallurgical Resources Inc (AMR)
319.79
-13.21
(-3.97%)
USD |
NYSE |
Apr 23, 15:49
Alpha Metallurgical Resources Max Drawdown (5Y): 97.35% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 97.35% |
February 29, 2024 | 97.35% |
January 31, 2024 | 97.35% |
December 31, 2023 | 97.35% |
November 30, 2023 | 97.35% |
October 31, 2023 | 97.35% |
September 30, 2023 | 97.35% |
August 31, 2023 | 97.35% |
July 31, 2023 | 97.35% |
June 30, 2023 | 97.35% |
May 31, 2023 | 97.35% |
April 30, 2023 | 97.35% |
March 31, 2023 | 97.35% |
February 28, 2023 | 97.35% |
January 31, 2023 | 97.35% |
December 31, 2022 | 97.35% |
November 30, 2022 | 97.35% |
October 31, 2022 | 97.35% |
September 30, 2022 | 97.35% |
August 31, 2022 | 97.35% |
July 31, 2022 | 97.35% |
June 30, 2022 | 97.35% |
May 31, 2022 | 97.35% |
April 30, 2022 | 97.35% |
March 31, 2022 | 97.35% |
Date | Value |
---|---|
February 28, 2022 | 97.35% |
January 31, 2022 | 97.35% |
December 31, 2021 | 97.35% |
November 30, 2021 | 97.35% |
October 31, 2021 | 97.35% |
September 30, 2021 | 97.35% |
August 31, 2021 | 97.35% |
July 31, 2021 | 97.35% |
June 30, 2021 | 97.35% |
May 31, 2021 | 97.35% |
April 30, 2021 | 97.35% |
March 31, 2021 | 97.35% |
February 28, 2021 | 97.35% |
January 31, 2021 | 97.35% |
December 31, 2020 | 97.35% |
November 30, 2020 | 97.35% |
October 31, 2020 | 97.35% |
September 30, 2020 | 97.35% |
August 31, 2020 | 97.35% |
July 31, 2020 | 97.35% |
June 30, 2020 | 97.35% |
May 31, 2020 | 97.35% |
April 30, 2020 | 97.35% |
March 31, 2020 | 97.35% |
February 29, 2020 | 93.05% |
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
31.85%
Minimum
Apr 2019
97.35%
Maximum
Mar 2020
91.74%
Average
97.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Warrior Met Coal Inc | 64.79% |
Ramaco Resources Inc | 85.54% |
Arch Resources Inc | 76.53% |
American Resources Corp | 97.44% |
SunCoke Energy Inc | 81.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 23.53 |
Beta (5Y) | 1.353 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.85% |
Historical Sharpe Ratio (5Y) | 0.439 |
Historical Sortino (5Y) | 0.7442 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.57% |