Peabody Energy Corp (BTU)
26.33
-0.15
(-0.57%)
USD |
NYSE |
Nov 04, 16:00
26.32
0.00 (0.00%)
After-Hours: 20:00
Peabody Energy Max Drawdown (5Y): 98.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.07% |
| September 30, 2024 | 98.07% |
| August 31, 2024 | 98.07% |
| July 31, 2024 | 98.07% |
| June 30, 2024 | 98.07% |
| May 31, 2024 | 98.07% |
| April 30, 2024 | 98.07% |
| March 31, 2024 | 98.07% |
| February 29, 2024 | 98.07% |
| January 31, 2024 | 98.07% |
| December 31, 2023 | 98.07% |
| November 30, 2023 | 98.07% |
| October 31, 2023 | 98.07% |
| September 30, 2023 | 98.07% |
| August 31, 2023 | 98.07% |
| July 31, 2023 | 98.07% |
| June 30, 2023 | 98.07% |
| May 31, 2023 | 98.07% |
| April 30, 2023 | 98.07% |
| March 31, 2023 | 98.07% |
| February 28, 2023 | 98.07% |
| January 31, 2023 | 98.07% |
| December 31, 2022 | 98.07% |
| November 30, 2022 | 98.07% |
| October 31, 2022 | 98.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.07% |
| August 31, 2022 | 98.07% |
| July 31, 2022 | 98.07% |
| June 30, 2022 | 98.07% |
| May 31, 2022 | 98.07% |
| April 30, 2022 | 98.07% |
| March 31, 2022 | 98.07% |
| February 28, 2022 | 98.07% |
| January 31, 2022 | 98.07% |
| December 31, 2021 | 98.07% |
| November 30, 2021 | 98.07% |
| October 31, 2021 | 98.07% |
| September 30, 2021 | 98.07% |
| August 31, 2021 | 98.07% |
| July 31, 2021 | 98.07% |
| June 30, 2021 | 98.07% |
| May 31, 2021 | 98.07% |
| April 30, 2021 | 98.07% |
| March 31, 2021 | 98.07% |
| February 28, 2021 | 98.07% |
| January 31, 2021 | 98.07% |
| December 31, 2020 | 98.07% |
| November 30, 2020 | 98.07% |
| October 31, 2020 | 97.03% |
| September 30, 2020 | 94.66% |
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
79.20%
Minimum
Nov 2019
98.07%
Maximum
Nov 2020
96.56%
Average
98.07%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Alliance Resource Partners LP | 85.24% |
| Hallador Energy Co | 93.21% |
| NACCO Industries Inc | 71.91% |
| Natural Resources Partners LP | 78.72% |
| Expand Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.536 |
| Beta (5Y) | 0.9785 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.77% |
| Historical Sharpe Ratio (5Y) | 0.1839 |
| Historical Sortino (5Y) | 0.3726 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.45% |