NACCO Industries Inc (NC)

28.31 -0.54 (-1.87%) USD  |  NYSE  |  Dec 20, 16:00
28.41 +0.10 (+0.35%) After-Hours: 20:00
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NACCO Industries Max Drawdown (5Y): 71.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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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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Natural Resources Partners LP 81.95%
Alliance Resource Partners LP 85.74%
Hallador Energy Co 93.39%
Peabody Energy Corp 98.07%
Barnwell Industries Inc 89.74%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.19
Beta (5Y) 0.9578
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.16%
Historical Sharpe Ratio (5Y) -0.1504
Historical Sortino (5Y) -0.2472
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.88%