Alpha Metallurgical Resources Inc (AMR)

201.26 -3.57 (-1.74%) USD  |  NYSE  |  Dec 20, 16:00
201.36 +0.10 (+0.05%) Pre-Market: 20:00
More

Alpha Metallurgical Resources Max Drawdown (5Y): 97.35% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for AMR.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
American Resources Corp 97.44%
Warrior Met Coal Inc 64.79%
Arch Resources Inc 76.53%
SunCoke Energy Inc 83.98%
Ramaco Resources Inc 85.54%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 85.91
Beta (5Y) 1.460
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 83.85%
Historical Sharpe Ratio (5Y) 1.257
Historical Sortino (5Y) 2.747
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.48%