Ramaco Resources Inc (METC)
10.70
+0.55
(+5.42%)
USD |
NASDAQ |
Nov 05, 11:24
Ramaco Resources Max Drawdown (5Y): 85.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.54% |
| September 30, 2024 | 85.54% |
| August 31, 2024 | 85.54% |
| July 31, 2024 | 85.54% |
| June 30, 2024 | 85.54% |
| May 31, 2024 | 85.54% |
| April 30, 2024 | 85.54% |
| March 31, 2024 | 85.54% |
| February 29, 2024 | 85.54% |
| January 31, 2024 | 85.54% |
| December 31, 2023 | 85.54% |
| November 30, 2023 | 85.54% |
| October 31, 2023 | 85.54% |
| September 30, 2023 | 85.54% |
| August 31, 2023 | 85.54% |
| July 31, 2023 | 85.54% |
| June 30, 2023 | 85.54% |
| May 31, 2023 | 85.54% |
| April 30, 2023 | 85.54% |
| March 31, 2023 | 85.54% |
| February 28, 2023 | 85.54% |
| January 31, 2023 | 85.54% |
| December 31, 2022 | 85.54% |
| November 30, 2022 | 85.54% |
| October 31, 2022 | 85.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.54% |
| August 31, 2022 | 85.54% |
| July 31, 2022 | 85.54% |
| June 30, 2022 | 85.54% |
| May 31, 2022 | 85.54% |
| April 30, 2022 | 85.54% |
| March 31, 2022 | 85.54% |
| February 28, 2022 | 85.54% |
| January 31, 2022 | 85.54% |
| December 31, 2021 | 85.54% |
| November 30, 2021 | 85.54% |
| October 31, 2021 | 85.54% |
| September 30, 2021 | 85.54% |
| August 31, 2021 | 85.54% |
| July 31, 2021 | 85.54% |
| June 30, 2021 | 85.54% |
| May 31, 2021 | 85.54% |
| April 30, 2021 | 85.54% |
| March 31, 2021 | 85.54% |
| February 28, 2021 | 85.54% |
| January 31, 2021 | 85.54% |
| December 31, 2020 | 85.54% |
| November 30, 2020 | 85.54% |
| October 31, 2020 | 85.54% |
| September 30, 2020 | 85.54% |
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
76.90%
Minimum
Nov 2019
85.54%
Maximum
May 2020
85.00%
Average
85.54%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| SunCoke Energy Inc | 81.83% |
| Arch Resources Inc | 76.53% |
| Alpha Metallurgical Resources Inc | 97.35% |
| American Resources Corp | 97.44% |
| Warrior Met Coal Inc | 64.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.99 |
| Beta (5Y) | 1.003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.81% |
| Historical Sharpe Ratio (5Y) | 0.3584 |
| Historical Sortino (5Y) | 0.9246 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.66% |