Alliance Resource Partners LP (ARLP)
27.88
+0.22
(+0.80%)
USD |
NASDAQ |
Nov 21, 16:00
27.87
-0.01
(-0.04%)
After-Hours: 20:00
Alliance Resource Partners Max Drawdown (5Y): 85.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.74% |
| September 30, 2024 | 85.74% |
| August 31, 2024 | 85.74% |
| July 31, 2024 | 85.74% |
| June 30, 2024 | 85.74% |
| May 31, 2024 | 85.74% |
| April 30, 2024 | 85.74% |
| March 31, 2024 | 85.74% |
| February 29, 2024 | 85.74% |
| January 31, 2024 | 85.74% |
| December 31, 2023 | 85.74% |
| November 30, 2023 | 85.74% |
| October 31, 2023 | 85.74% |
| September 30, 2023 | 85.74% |
| August 31, 2023 | 85.74% |
| July 31, 2023 | 85.74% |
| June 30, 2023 | 85.74% |
| May 31, 2023 | 85.74% |
| April 30, 2023 | 85.74% |
| March 31, 2023 | 85.74% |
| February 28, 2023 | 85.74% |
| January 31, 2023 | 85.74% |
| December 31, 2022 | 85.74% |
| November 30, 2022 | 85.74% |
| October 31, 2022 | 85.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.74% |
| August 31, 2022 | 85.74% |
| July 31, 2022 | 85.74% |
| June 30, 2022 | 85.74% |
| May 31, 2022 | 85.74% |
| April 30, 2022 | 85.74% |
| March 31, 2022 | 85.74% |
| February 28, 2022 | 85.74% |
| January 31, 2022 | 85.74% |
| December 31, 2021 | 85.74% |
| November 30, 2021 | 85.74% |
| October 31, 2021 | 85.74% |
| September 30, 2021 | 85.74% |
| August 31, 2021 | 85.74% |
| July 31, 2021 | 85.74% |
| June 30, 2021 | 85.74% |
| May 31, 2021 | 85.74% |
| April 30, 2021 | 85.74% |
| March 31, 2021 | 85.74% |
| February 28, 2021 | 85.74% |
| January 31, 2021 | 85.74% |
| December 31, 2020 | 85.74% |
| November 30, 2020 | 85.74% |
| October 31, 2020 | 85.74% |
| September 30, 2020 | 85.74% |
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
76.44%
Minimum
Nov 2019
85.74%
Maximum
Apr 2020
85.09%
Average
85.74%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Hallador Energy Co | 93.39% |
| Peabody Energy Corp | 98.07% |
| NACCO Industries Inc | 71.91% |
| Natural Resources Partners LP | 81.95% |
| Barnwell Industries Inc | 89.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.73 |
| Beta (5Y) | 1.145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.73% |
| Historical Sharpe Ratio (5Y) | 0.5123 |
| Historical Sortino (5Y) | 0.7191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.96% |