NACCO Industries Inc (NC)
33.22
+1.53
(+4.83%)
USD |
NYSE |
May 03, 16:00
33.03
-0.19
(-0.57%)
After-Hours: 20:00
NACCO Industries Max Drawdown (5Y): 71.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 67.92% |
July 31, 2020 | 67.06% |
June 30, 2020 | 67.06% |
May 31, 2020 | 64.59% |
April 30, 2020 | 64.59% |
March 31, 2020 | 64.59% |
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
37.93%
Minimum
May 2019
71.91%
Maximum
Sep 2020
65.65%
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% |
Royal Energy Resources Inc | 99.96% |
Peabody Energy Corp | 98.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.58 |
Beta (5Y) | 0.8244 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.41% |
Historical Sharpe Ratio (5Y) | -0.1466 |
Historical Sortino (5Y) | -0.2355 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.86% |