Tortoise Midstream Energy Fund, Inc. (NTG)
38.67
+0.22
(+0.57%)
USD |
NYSE |
Apr 23, 13:16
NTG Max Drawdown (5Y): 96.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 96.08% |
February 29, 2024 | 96.08% |
January 31, 2024 | 96.08% |
December 31, 2023 | 96.08% |
November 30, 2023 | 96.08% |
October 31, 2023 | 96.08% |
September 30, 2023 | 96.08% |
August 31, 2023 | 96.08% |
July 31, 2023 | 96.08% |
June 30, 2023 | 96.08% |
May 31, 2023 | 96.08% |
April 30, 2023 | 96.08% |
March 31, 2023 | 96.08% |
February 28, 2023 | 96.08% |
January 31, 2023 | 96.08% |
December 31, 2022 | 96.08% |
November 30, 2022 | 96.08% |
October 31, 2022 | 96.08% |
September 30, 2022 | 96.08% |
August 31, 2022 | 96.08% |
July 31, 2022 | 96.08% |
June 30, 2022 | 96.08% |
May 31, 2022 | 96.08% |
April 30, 2022 | 96.08% |
March 31, 2022 | 96.08% |
Date | Value |
---|---|
February 28, 2022 | 96.08% |
January 31, 2022 | 96.08% |
December 31, 2021 | 96.08% |
November 30, 2021 | 96.08% |
October 31, 2021 | 96.08% |
September 30, 2021 | 96.08% |
August 31, 2021 | 96.08% |
July 31, 2021 | 96.08% |
June 30, 2021 | 96.08% |
May 31, 2021 | 96.08% |
April 30, 2021 | 96.08% |
March 31, 2021 | 96.08% |
February 28, 2021 | 96.08% |
January 31, 2021 | 96.08% |
December 31, 2020 | 96.08% |
November 30, 2020 | 96.08% |
October 31, 2020 | 96.08% |
September 30, 2020 | 96.08% |
August 31, 2020 | 96.08% |
July 31, 2020 | 96.08% |
June 30, 2020 | 96.08% |
May 31, 2020 | 96.08% |
April 30, 2020 | 96.08% |
March 31, 2020 | 96.08% |
February 29, 2020 | 55.28% |
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
55.28%
Minimum
Apr 2019
96.08%
Maximum
Mar 2020
88.60%
Average
96.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.95 |
Beta (5Y) | 2.658 |
Alpha (vs YCharts Benchmark) (5Y) | -35.23 |
Beta (vs YCharts Benchmark) (5Y) | 1.645 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.53% |
Historical Sharpe Ratio (5Y) | -0.2858 |
Historical Sortino (5Y) | -0.299 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.54% |