Warrior Met Coal Inc (HCC)
65.56
+0.92
(+1.42%)
USD |
NYSE |
Nov 04, 16:00
66.47
+0.91
(+1.39%)
Pre-Market: 08:59
Warrior Met Coal Max Drawdown (5Y): 64.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 64.79% |
September 30, 2024 | 64.79% |
August 31, 2024 | 64.79% |
July 31, 2024 | 64.79% |
June 30, 2024 | 64.79% |
May 31, 2024 | 64.79% |
April 30, 2024 | 64.79% |
March 31, 2024 | 64.79% |
February 29, 2024 | 64.79% |
January 31, 2024 | 64.79% |
December 31, 2023 | 64.79% |
November 30, 2023 | 64.79% |
October 31, 2023 | 64.79% |
September 30, 2023 | 64.79% |
August 31, 2023 | 64.79% |
July 31, 2023 | 64.79% |
June 30, 2023 | 64.79% |
May 31, 2023 | 64.79% |
April 30, 2023 | 64.79% |
March 31, 2023 | 64.79% |
February 28, 2023 | 64.79% |
January 31, 2023 | 64.79% |
December 31, 2022 | 64.79% |
November 30, 2022 | 64.79% |
October 31, 2022 | 64.79% |
Date | Value |
---|---|
September 30, 2022 | 64.79% |
August 31, 2022 | 64.79% |
July 31, 2022 | 64.79% |
June 30, 2022 | 64.79% |
May 31, 2022 | 64.79% |
April 30, 2022 | 64.79% |
March 31, 2022 | 64.79% |
February 28, 2022 | 64.79% |
January 31, 2022 | 64.79% |
December 31, 2021 | 64.79% |
November 30, 2021 | 64.79% |
October 31, 2021 | 64.79% |
September 30, 2021 | 64.79% |
August 31, 2021 | 64.79% |
July 31, 2021 | 64.79% |
June 30, 2021 | 64.79% |
May 31, 2021 | 64.79% |
April 30, 2021 | 64.79% |
March 31, 2021 | 64.79% |
February 28, 2021 | 64.79% |
January 31, 2021 | 64.79% |
December 31, 2020 | 64.79% |
November 30, 2020 | 64.79% |
October 31, 2020 | 64.79% |
September 30, 2020 | 64.79% |
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
36.90%
Minimum
Nov 2019
64.79%
Maximum
Mar 2020
63.00%
Average
64.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Resources Corp | 97.44% |
Alpha Metallurgical Resources Inc | 97.35% |
Arch Resources Inc | 76.53% |
SunCoke Energy Inc | 81.83% |
Ramaco Resources Inc | 85.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.79 |
Beta (5Y) | 1.025 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.04% |
Historical Sharpe Ratio (5Y) | 0.5624 |
Historical Sortino (5Y) | 0.9701 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.06% |