Warrior Met Coal Inc (HCC)

54.93 -0.93 (-1.66%) USD  |  NYSE  |  Dec 20, 16:00
54.94 +0.01 (+0.02%) After-Hours: 20:00
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Warrior Met Coal Max Drawdown (5Y): 64.79% 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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SunCoke Energy Inc 83.98%
American Resources Corp 97.44%
Alpha Metallurgical Resources Inc 97.35%
Arch Resources Inc 76.53%
Ramaco Resources Inc 85.54%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.61
Beta (5Y) 1.036
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.13%
Historical Sharpe Ratio (5Y) 0.5909
Historical Sortino (5Y) 1.017
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.06%