Arch Resources Inc (ARCH)
159.24
+2.50
(+1.60%)
USD |
NYSE |
Apr 24, 16:00
159.18
-0.06
(-0.04%)
Pre-Market: 20:00
Arch Resources Max Drawdown (5Y): 76.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 76.53% |
February 29, 2024 | 76.53% |
January 31, 2024 | 76.53% |
December 31, 2023 | 76.53% |
November 30, 2023 | 76.53% |
October 31, 2023 | 76.53% |
September 30, 2023 | 76.53% |
August 31, 2023 | 76.53% |
July 31, 2023 | 76.53% |
June 30, 2023 | 76.53% |
May 31, 2023 | 76.53% |
April 30, 2023 | 76.53% |
March 31, 2023 | 76.53% |
February 28, 2023 | 76.53% |
January 31, 2023 | 76.53% |
December 31, 2022 | 76.53% |
November 30, 2022 | 76.53% |
October 31, 2022 | 76.53% |
September 30, 2022 | 76.53% |
August 31, 2022 | 76.53% |
July 31, 2022 | 76.53% |
June 30, 2022 | 76.53% |
May 31, 2022 | 76.53% |
April 30, 2022 | 76.53% |
March 31, 2022 | 76.53% |
Date | Value |
---|---|
February 28, 2022 | 76.53% |
January 31, 2022 | 76.53% |
December 31, 2021 | 76.53% |
November 30, 2021 | 76.53% |
October 31, 2021 | 76.53% |
September 30, 2021 | 76.53% |
August 31, 2021 | 76.53% |
July 31, 2021 | 76.53% |
June 30, 2021 | 76.53% |
May 31, 2021 | 76.53% |
April 30, 2021 | 76.53% |
March 31, 2021 | 76.53% |
February 28, 2021 | 76.53% |
January 31, 2021 | 76.53% |
December 31, 2020 | 76.53% |
November 30, 2020 | 76.53% |
October 31, 2020 | 76.53% |
September 30, 2020 | 76.53% |
August 31, 2020 | 76.53% |
July 31, 2020 | 76.53% |
June 30, 2020 | 76.53% |
May 31, 2020 | 76.53% |
April 30, 2020 | 76.53% |
March 31, 2020 | 71.90% |
February 29, 2020 | 52.42% |
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
28.12%
Minimum
Apr 2019
76.53%
Maximum
Apr 2020
68.43%
Average
76.53%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Ramaco Resources Inc | 85.54% |
Alpha Metallurgical Resources Inc | 97.35% |
Warrior Met Coal Inc | 64.79% |
SunCoke Energy Inc | 81.83% |
American Resources Corp | 97.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.575 |
Beta (5Y) | 0.683 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.17% |
Historical Sharpe Ratio (5Y) | 0.3044 |
Historical Sortino (5Y) | 0.5238 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.01% |