Tortoise Midstream Energy Fund (NTG)
33.02
-0.76 (-2.25%)
USD |
NYSE |
Oct 21, 16:00
33.00
-0.02 (-0.06%)
After-Hours: 20:00
NTG Max Drawdown (5Y): 96.08% for Sept. 30, 2021
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 55.28% |
| December 31, 2019 | 55.28% |
| November 30, 2019 | 55.28% |
| October 31, 2019 | 55.28% |
| September 30, 2019 | 55.28% |
| Date | Value |
|---|---|
| August 31, 2019 | 55.28% |
| July 31, 2019 | 55.28% |
| June 30, 2019 | 55.28% |
| May 31, 2019 | 55.28% |
| April 30, 2019 | 55.28% |
| March 31, 2019 | 55.28% |
| February 28, 2019 | 55.28% |
| January 31, 2019 | 55.28% |
| December 31, 2018 | 55.28% |
| November 30, 2018 | 55.28% |
| October 31, 2018 | 55.28% |
| September 30, 2018 | 55.28% |
| August 31, 2018 | 55.28% |
| July 31, 2018 | 55.28% |
| June 30, 2018 | 55.28% |
| May 31, 2018 | 55.28% |
| April 30, 2018 | 55.28% |
| March 31, 2018 | 55.28% |
| February 28, 2018 | 55.28% |
| January 31, 2018 | 55.28% |
| December 31, 2017 | 55.28% |
| November 30, 2017 | 55.28% |
| October 31, 2017 | 55.28% |
| September 30, 2017 | 55.28% |
| August 31, 2017 | 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
Oct 2016
96.08%
Maximum
Mar 2020
68.20%
Average
55.28%
Median
Oct 2016
Max Drawdown (5Y) Benchmarks
| Tortoise Energy Infrastructure | 94.97% |
| ClearBridge MLP and Midstream | 94.91% |
| Kayne Anderson MidstreamEnergy | 92.67% |
| ClearBridge Energy Midstream Opportunity | 94.44% |
| Salient Midstream & MLP | 82.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -73.12 |
| Beta (5Y) | 3.654 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.52% |
| Historical Sharpe Ratio (5Y) | 0.1899 |
| Historical Sortino (5Y) | 0.2133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.57% |