Equitrans Midstream Corp (ETRN)
13.91
+0.07
(+0.51%)
USD |
NYSE |
May 24, 15:43
Equitrans Midstream Max Drawdown (5Y): 79.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.11% |
March 31, 2024 | 79.11% |
February 29, 2024 | 79.11% |
January 31, 2024 | 79.11% |
December 31, 2023 | 79.11% |
November 30, 2023 | 79.11% |
October 31, 2023 | 79.11% |
September 30, 2023 | 79.11% |
August 31, 2023 | 79.11% |
July 31, 2023 | 79.11% |
June 30, 2023 | 79.11% |
May 31, 2023 | 79.11% |
April 30, 2023 | 79.11% |
March 31, 2023 | 79.11% |
February 28, 2023 | 79.11% |
January 31, 2023 | 79.11% |
December 31, 2022 | 79.11% |
November 30, 2022 | 79.11% |
October 31, 2022 | 79.11% |
September 30, 2022 | 79.11% |
August 31, 2022 | 79.11% |
July 31, 2022 | 79.11% |
June 30, 2022 | 79.11% |
May 31, 2022 | 79.11% |
April 30, 2022 | 79.11% |
Date | Value |
---|---|
March 31, 2022 | 79.11% |
February 28, 2022 | 79.11% |
January 31, 2022 | 79.11% |
December 31, 2021 | 79.11% |
November 30, 2021 | 79.11% |
October 31, 2021 | 79.11% |
September 30, 2021 | 79.11% |
August 31, 2021 | 79.11% |
July 31, 2021 | 79.11% |
June 30, 2021 | 79.11% |
May 31, 2021 | 79.11% |
April 30, 2021 | 79.11% |
March 31, 2021 | 79.11% |
February 28, 2021 | 79.11% |
January 31, 2021 | 79.11% |
December 31, 2020 | 79.11% |
November 30, 2020 | 79.11% |
October 31, 2020 | 79.11% |
September 30, 2020 | 79.11% |
August 31, 2020 | 79.11% |
July 31, 2020 | 79.11% |
June 30, 2020 | 79.11% |
May 31, 2020 | 79.11% |
April 30, 2020 | 79.11% |
March 31, 2020 | 79.11% |
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
21.73%
Minimum
May 2019
79.11%
Maximum
Mar 2020
72.90%
Average
79.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
EQT Corp | 89.81% |
CNX Resources Corp | 82.01% |
Vivakor Inc | 97.79% |
Amplify Energy Corp | 97.26% |
HighPeak Energy Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.50 |
Beta (5Y) | 1.943 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.66% |
Historical Sharpe Ratio (5Y) | -0.0277 |
Historical Sortino (5Y) | -0.0528 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.73% |