Cheniere Energy Inc (LNG)
225.01
+4.37
(+1.98%)
USD |
NYSE |
Nov 21, 16:00
225.22
+0.21
(+0.09%)
After-Hours: 17:50
Cheniere Energy Max Drawdown (5Y): 62.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.62% |
| September 30, 2024 | 62.62% |
| August 31, 2024 | 62.62% |
| July 31, 2024 | 62.62% |
| June 30, 2024 | 62.62% |
| May 31, 2024 | 62.62% |
| April 30, 2024 | 62.62% |
| March 31, 2024 | 62.62% |
| February 29, 2024 | 62.62% |
| January 31, 2024 | 62.62% |
| December 31, 2023 | 62.62% |
| November 30, 2023 | 62.62% |
| October 31, 2023 | 62.62% |
| September 30, 2023 | 62.62% |
| August 31, 2023 | 62.62% |
| July 31, 2023 | 62.62% |
| June 30, 2023 | 62.62% |
| May 31, 2023 | 62.62% |
| April 30, 2023 | 62.62% |
| March 31, 2023 | 62.62% |
| February 28, 2023 | 62.62% |
| January 31, 2023 | 62.62% |
| December 31, 2022 | 62.62% |
| November 30, 2022 | 62.62% |
| October 31, 2022 | 62.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.62% |
| August 31, 2022 | 62.62% |
| July 31, 2022 | 62.62% |
| June 30, 2022 | 62.62% |
| May 31, 2022 | 62.62% |
| April 30, 2022 | 62.62% |
| March 31, 2022 | 62.62% |
| February 28, 2022 | 62.62% |
| January 31, 2022 | 62.62% |
| December 31, 2021 | 62.62% |
| November 30, 2021 | 62.62% |
| October 31, 2021 | 62.62% |
| September 30, 2021 | 62.62% |
| August 31, 2021 | 62.62% |
| July 31, 2021 | 62.62% |
| June 30, 2021 | 62.62% |
| May 31, 2021 | 62.62% |
| April 30, 2021 | 62.62% |
| March 31, 2021 | 62.62% |
| February 28, 2021 | 62.62% |
| January 31, 2021 | 72.00% |
| December 31, 2020 | 72.00% |
| November 30, 2020 | 72.00% |
| October 31, 2020 | 72.00% |
| September 30, 2020 | 72.00% |
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
62.62%
Minimum
Feb 2021
72.00%
Maximum
Nov 2019
64.97%
Average
62.62%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Cheniere Energy Partners LP | 60.29% |
| Energy Transfer LP | 81.50% |
| Williams Companies Inc | 79.50% |
| Excelerate Energy Inc | -- |
| EnLink Midstream LLC | 96.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.80 |
| Beta (5Y) | 0.9364 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.24% |
| Historical Sharpe Ratio (5Y) | 0.741 |
| Historical Sortino (5Y) | 0.9019 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.47% |