Alpha Metallurgical Resources Inc (AMR)
251.65
+8.29
(+3.41%)
USD |
NYSE |
Nov 21, 16:00
251.65
0.00 (0.00%)
After-Hours: 18:05
Alpha Metallurgical Resources Max Drawdown (5Y): 97.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.35% |
| September 30, 2024 | 97.35% |
| August 31, 2024 | 97.35% |
| July 31, 2024 | 97.35% |
| June 30, 2024 | 97.35% |
| May 31, 2024 | 97.35% |
| April 30, 2024 | 97.35% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
91.58%
Minimum
Nov 2019
97.35%
Maximum
Mar 2020
97.02%
Average
97.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Resources Corp | 97.44% |
| Warrior Met Coal Inc | 64.79% |
| Ramaco Resources Inc | 85.54% |
| Arch Resources Inc | 76.53% |
| SunCoke Energy Inc | 83.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 44.02 |
| Beta (5Y) | 1.344 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.65% |
| Historical Sharpe Ratio (5Y) | 0.7249 |
| Historical Sortino (5Y) | 1.584 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |