Cheniere Energy Inc (LNG)
188.77
+1.22
(+0.65%)
USD |
NYSE |
Nov 04, 16:00
188.76
-0.01
(-0.01%)
After-Hours: 20:00
Cheniere Energy Max Drawdown (5Y): 61.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.27% |
September 30, 2024 | 61.27% |
August 31, 2024 | 61.27% |
July 31, 2024 | 61.27% |
June 30, 2024 | 61.27% |
May 31, 2024 | 61.27% |
April 30, 2024 | 61.27% |
March 31, 2024 | 61.27% |
February 29, 2024 | 61.27% |
January 31, 2024 | 61.27% |
December 31, 2023 | 61.27% |
November 30, 2023 | 61.27% |
October 31, 2023 | 61.27% |
September 30, 2023 | 61.27% |
August 31, 2023 | 61.27% |
July 31, 2023 | 61.27% |
June 30, 2023 | 61.27% |
May 31, 2023 | 61.27% |
April 30, 2023 | 61.27% |
March 31, 2023 | 61.27% |
February 28, 2023 | 61.27% |
January 31, 2023 | 61.27% |
December 31, 2022 | 61.27% |
November 30, 2022 | 61.27% |
October 31, 2022 | 61.27% |
Date | Value |
---|---|
September 30, 2022 | 61.27% |
August 31, 2022 | 61.27% |
July 31, 2022 | 61.27% |
June 30, 2022 | 61.27% |
May 31, 2022 | 61.27% |
April 30, 2022 | 61.27% |
March 31, 2022 | 61.27% |
February 28, 2022 | 61.27% |
January 31, 2022 | 61.27% |
December 31, 2021 | 61.27% |
November 30, 2021 | 61.27% |
October 31, 2021 | 61.27% |
September 30, 2021 | 61.27% |
August 31, 2021 | 61.27% |
July 31, 2021 | 61.27% |
June 30, 2021 | 61.27% |
May 31, 2021 | 61.27% |
April 30, 2021 | 61.27% |
March 31, 2021 | 61.52% |
February 28, 2021 | 61.96% |
January 31, 2021 | 61.96% |
December 31, 2020 | 61.96% |
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
61.27%
Minimum
Apr 2021
72.00%
Maximum
Nov 2019
63.64%
Average
61.27%
Median
Apr 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 | 95.98% |
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% |