Titan NRG (TTNN)
0.178
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Titan NRG Max Drawdown (5Y): 90.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.87% |
| March 31, 2024 | 90.87% |
| February 29, 2024 | 90.87% |
| January 31, 2024 | 78.26% |
| December 31, 2023 | 78.26% |
| November 30, 2023 | 78.10% |
| October 31, 2023 | 77.78% |
| September 30, 2023 | 77.78% |
| August 31, 2023 | 77.78% |
| July 31, 2023 | 77.78% |
| June 30, 2023 | 77.78% |
| May 31, 2023 | 77.78% |
| April 30, 2023 | 77.78% |
| March 31, 2023 | 77.78% |
| February 28, 2023 | 80.00% |
| January 31, 2023 | 90.20% |
| December 31, 2022 | 93.46% |
| November 30, 2022 | 93.46% |
| October 31, 2022 | 95.40% |
| September 30, 2022 | 95.40% |
| August 31, 2022 | 97.40% |
| July 31, 2022 | 97.40% |
| June 30, 2022 | 97.40% |
| May 31, 2022 | 97.40% |
| April 30, 2022 | 98.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.00% |
| February 28, 2022 | 98.20% |
| January 31, 2022 | 98.20% |
| December 31, 2021 | 98.20% |
| November 30, 2021 | 98.45% |
| October 31, 2021 | 99.00% |
| September 30, 2021 | 99.23% |
| August 31, 2021 | 99.28% |
| July 31, 2021 | 99.35% |
| June 30, 2021 | 99.35% |
| May 31, 2021 | 99.38% |
| April 30, 2021 | 99.55% |
| March 31, 2021 | 99.68% |
| February 28, 2021 | 99.70% |
| January 31, 2021 | 99.70% |
| December 31, 2020 | 99.70% |
| November 30, 2020 | 99.70% |
| October 31, 2020 | 99.70% |
| September 30, 2020 | 99.73% |
| August 31, 2020 | 99.73% |
| July 31, 2020 | 99.73% |
| June 30, 2020 | 99.73% |
| May 31, 2020 | 99.78% |
| April 30, 2020 | 99.78% |
| March 31, 2020 | 99.79% |
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
77.78%
Minimum
Mar 2023
99.84%
Maximum
May 2019
94.10%
Average
98.73%
Median
Max Drawdown (5Y) Benchmarks
| NuStar Energy LP | 83.24% |
| Plains All American Pipeline LP | 90.18% |
| Permian Basin Royalty Trust | 73.89% |
| Dorian LPG Ltd | 62.01% |
| Green Plains Partners LP (DELISTED) | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 153.80 |
| Beta (5Y) | 0.3669 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 227.9% |
| Historical Sharpe Ratio (5Y) | 0.6928 |
| Historical Sortino (5Y) | 2.809 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.18% |