Peabody Energy Corp (BTU)
28.14
+1.53
(+5.75%)
USD |
NYSE |
Nov 21, 16:00
28.14
0.00 (0.00%)
Pre-Market: 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 | 85.74% |
Hallador Energy Co | 93.39% |
NACCO Industries Inc | 71.91% |
Natural Resources Partners LP | 81.95% |
CONSOL Energy Inc | -- |
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% |