NACCO Industries Inc (NC)
30.68
+0.30
(+0.99%)
USD |
NYSE |
Nov 04, 16:00
30.86
+0.18
(+0.59%)
Pre-Market: 20:00
NACCO Industries Max Drawdown (5Y): 71.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.91% |
| September 30, 2024 | 71.91% |
| August 31, 2024 | 71.91% |
| July 31, 2024 | 71.91% |
| June 30, 2024 | 71.91% |
| May 31, 2024 | 71.91% |
| April 30, 2024 | 71.91% |
| March 31, 2024 | 71.91% |
| February 29, 2024 | 71.91% |
| January 31, 2024 | 71.91% |
| December 31, 2023 | 71.91% |
| November 30, 2023 | 71.91% |
| October 31, 2023 | 71.91% |
| September 30, 2023 | 71.91% |
| August 31, 2023 | 71.91% |
| July 31, 2023 | 71.91% |
| June 30, 2023 | 71.91% |
| May 31, 2023 | 71.91% |
| April 30, 2023 | 71.91% |
| March 31, 2023 | 71.91% |
| February 28, 2023 | 71.91% |
| January 31, 2023 | 71.91% |
| December 31, 2022 | 71.91% |
| November 30, 2022 | 71.91% |
| October 31, 2022 | 71.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.91% |
| August 31, 2022 | 71.91% |
| July 31, 2022 | 71.91% |
| June 30, 2022 | 71.91% |
| May 31, 2022 | 71.91% |
| April 30, 2022 | 71.91% |
| March 31, 2022 | 71.91% |
| February 28, 2022 | 71.91% |
| January 31, 2022 | 71.91% |
| December 31, 2021 | 71.91% |
| November 30, 2021 | 71.91% |
| October 31, 2021 | 71.91% |
| September 30, 2021 | 71.91% |
| August 31, 2021 | 71.91% |
| July 31, 2021 | 71.91% |
| June 30, 2021 | 71.91% |
| May 31, 2021 | 71.91% |
| April 30, 2021 | 71.91% |
| March 31, 2021 | 71.91% |
| February 28, 2021 | 71.91% |
| January 31, 2021 | 71.91% |
| December 31, 2020 | 71.91% |
| November 30, 2020 | 71.91% |
| October 31, 2020 | 71.91% |
| September 30, 2020 | 71.91% |
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
37.92%
Minimum
Nov 2019
71.91%
Maximum
Sep 2020
69.05%
Average
71.91%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Natural Resources Partners LP | 78.72% |
| Alliance Resource Partners LP | 85.24% |
| Hallador Energy Co | 93.21% |
| Peabody Energy Corp | 98.07% |
| Barnwell Industries Inc | 87.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.39 |
| Beta (5Y) | 0.9505 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.73% |
| Historical Sharpe Ratio (5Y) | -0.1871 |
| Historical Sortino (5Y) | -0.3051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.88% |