Peabody Energy Corp (BTU)

20.63 -0.92 (-4.27%) USD  |  NYSE  |  Dec 20, 16:00
20.77 +0.14 (+0.68%) After-Hours: 20:00
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Peabody Energy Max Drawdown (5Y): 98.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Alliance Resource Partners LP 85.74%
Hallador Energy Co 93.39%
NACCO Industries Inc 71.91%
Natural Resources Partners LP 81.95%
Exxon Mobil Corp 61.33%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.203
Beta (5Y) 0.9497
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 98.38%
Historical Sharpe Ratio (5Y) 0.1818
Historical Sortino (5Y) 0.3632
Monthly Value at Risk (VaR) 5% (5Y Lookback) 33.45%