Alliance Resource Partners LP (ARLP)
22.61
+0.16
(+0.74%)
USD |
NASDAQ |
May 09, 13:05
Alliance Resource Partners Max Drawdown (5Y): 85.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 85.24% |
March 31, 2024 | 85.24% |
February 29, 2024 | 85.24% |
January 31, 2024 | 85.24% |
December 31, 2023 | 85.24% |
November 30, 2023 | 85.24% |
October 31, 2023 | 85.24% |
September 30, 2023 | 85.24% |
August 31, 2023 | 85.24% |
July 31, 2023 | 85.24% |
June 30, 2023 | 85.24% |
May 31, 2023 | 85.24% |
April 30, 2023 | 85.24% |
March 31, 2023 | 85.24% |
February 28, 2023 | 85.24% |
January 31, 2023 | 85.24% |
December 31, 2022 | 85.24% |
November 30, 2022 | 85.24% |
October 31, 2022 | 85.24% |
September 30, 2022 | 85.24% |
August 31, 2022 | 85.24% |
July 31, 2022 | 85.24% |
June 30, 2022 | 85.24% |
May 31, 2022 | 85.24% |
April 30, 2022 | 85.24% |
Date | Value |
---|---|
March 31, 2022 | 85.24% |
February 28, 2022 | 85.24% |
January 31, 2022 | 85.24% |
December 31, 2021 | 85.24% |
November 30, 2021 | 85.24% |
October 31, 2021 | 85.24% |
September 30, 2021 | 85.24% |
August 31, 2021 | 85.24% |
July 31, 2021 | 85.24% |
June 30, 2021 | 85.24% |
May 31, 2021 | 85.24% |
April 30, 2021 | 85.24% |
March 31, 2021 | 85.24% |
February 28, 2021 | 85.24% |
January 31, 2021 | 85.24% |
December 31, 2020 | 85.24% |
November 30, 2020 | 85.24% |
October 31, 2020 | 85.24% |
September 30, 2020 | 84.45% |
August 31, 2020 | 84.40% |
July 31, 2020 | 84.40% |
June 30, 2020 | 84.40% |
May 31, 2020 | 84.40% |
April 30, 2020 | 84.40% |
March 31, 2020 | 82.60% |
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
May 2019
85.24%
Maximum
Oct 2020
83.65%
Average
85.24%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Hallador Energy Co | 93.21% |
Peabody Energy Corp | 98.07% |
Royal Energy Resources Inc | 99.96% |
Natural Resources Partners LP | 78.72% |
CONSOL Energy Inc | 92.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.010 |
Beta (5Y) | 1.117 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.29% |
Historical Sharpe Ratio (5Y) | 0.1959 |
Historical Sortino (5Y) | 0.2951 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.01% |