ClearBridge Energy Midstream Opportunity Fund Inc (EMO)
40.78
+0.82
(+2.05%)
USD |
NYSE |
Mar 28, 15:08
EMO Max Drawdown (5Y): 94.44% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 94.44% |
January 31, 2024 | 94.44% |
December 31, 2023 | 94.44% |
November 30, 2023 | 94.44% |
October 31, 2023 | 94.44% |
September 30, 2023 | 94.44% |
August 31, 2023 | 94.44% |
July 31, 2023 | 94.44% |
June 30, 2023 | 94.44% |
May 31, 2023 | 94.44% |
April 30, 2023 | 94.44% |
March 31, 2023 | 94.44% |
February 28, 2023 | 94.44% |
January 31, 2023 | 94.44% |
December 31, 2022 | 94.44% |
November 30, 2022 | 94.44% |
October 31, 2022 | 94.44% |
September 30, 2022 | 94.44% |
August 31, 2022 | 94.44% |
July 31, 2022 | 94.44% |
June 30, 2022 | 94.44% |
May 31, 2022 | 94.44% |
April 30, 2022 | 94.44% |
March 31, 2022 | 94.44% |
February 28, 2022 | 94.44% |
Date | Value |
---|---|
January 31, 2022 | 94.44% |
December 31, 2021 | 94.44% |
November 30, 2021 | 94.44% |
October 31, 2021 | 94.44% |
September 30, 2021 | 94.44% |
August 31, 2021 | 94.44% |
July 31, 2021 | 94.44% |
June 30, 2021 | 94.44% |
May 31, 2021 | 94.44% |
April 30, 2021 | 94.44% |
March 31, 2021 | 94.44% |
February 28, 2021 | 94.44% |
January 31, 2021 | 94.44% |
December 31, 2020 | 94.44% |
November 30, 2020 | 94.44% |
October 31, 2020 | 94.44% |
September 30, 2020 | 94.44% |
August 31, 2020 | 94.44% |
July 31, 2020 | 94.44% |
June 30, 2020 | 94.44% |
May 31, 2020 | 94.44% |
April 30, 2020 | 94.44% |
March 31, 2020 | 94.44% |
February 29, 2020 | 70.29% |
January 31, 2020 | 70.29% |
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
70.29%
Minimum
Mar 2019
94.44%
Maximum
Mar 2020
89.61%
Average
94.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.40 |
Beta (5Y) | 2.355 |
Alpha (vs YCharts Benchmark) (5Y) | -10.27 |
Beta (vs YCharts Benchmark) (5Y) | 1.468 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.12% |
Historical Sharpe Ratio (5Y) | 0.0403 |
Historical Sortino (5Y) | 0.0432 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.27% |