Thermal Energy International Inc (TMGEF)
0.1885
-0.01
(-4.75%)
USD |
OTCM |
May 03, 16:00
Thermal Energy International Max Drawdown (5Y): 74.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 74.48% |
| March 31, 2024 | 74.48% |
| February 29, 2024 | 74.48% |
| January 31, 2024 | 74.48% |
| December 31, 2023 | 74.48% |
| November 30, 2023 | 74.48% |
| October 31, 2023 | 74.48% |
| September 30, 2023 | 74.48% |
| August 31, 2023 | 74.48% |
| July 31, 2023 | 74.48% |
| June 30, 2023 | 74.48% |
| May 31, 2023 | 74.48% |
| April 30, 2023 | 74.48% |
| March 31, 2023 | 74.48% |
| February 28, 2023 | 74.48% |
| January 31, 2023 | 74.48% |
| December 31, 2022 | 74.48% |
| November 30, 2022 | 74.48% |
| October 31, 2022 | 74.48% |
| September 30, 2022 | 74.48% |
| August 31, 2022 | 74.48% |
| July 31, 2022 | 74.48% |
| June 30, 2022 | 73.53% |
| May 31, 2022 | 73.10% |
| April 30, 2022 | 73.10% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.10% |
| February 28, 2022 | 73.10% |
| January 31, 2022 | 73.10% |
| December 31, 2021 | 73.10% |
| November 30, 2021 | 73.10% |
| October 31, 2021 | 73.10% |
| September 30, 2021 | 73.10% |
| August 31, 2021 | 73.10% |
| July 31, 2021 | 73.10% |
| June 30, 2021 | 79.07% |
| May 31, 2021 | 79.07% |
| April 30, 2021 | 79.07% |
| March 31, 2021 | 81.36% |
| February 28, 2021 | 81.36% |
| January 31, 2021 | 81.36% |
| December 31, 2020 | 81.36% |
| November 30, 2020 | 81.36% |
| October 31, 2020 | 81.36% |
| September 30, 2020 | 81.36% |
| August 31, 2020 | 81.36% |
| July 31, 2020 | 81.36% |
| June 30, 2020 | 82.71% |
| May 31, 2020 | 82.71% |
| April 30, 2020 | 82.71% |
| March 31, 2020 | 82.71% |
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
73.10%
Minimum
Jul 2021
82.71%
Maximum
May 2019
77.39%
Average
74.48%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
| Quest Water Global Inc | 95.70% |
| Rainmaker Worldwide Inc | 100.0% |
| Clean Harbors Inc | 64.51% |
| Waste Management Inc | 30.06% |
| GFL Environmental Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.51 |
| Beta (5Y) | 1.005 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.52% |
| Historical Sharpe Ratio (5Y) | 0.4187 |
| Historical Sortino (5Y) | 0.9158 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.71% |