Tortoise Global Water ESG Fund (TBLU)
46.41
+0.04
(+0.09%)
USD |
NYSEARCA |
Jan 08, 16:00
46.32
-0.09
(-0.19%)
After-Hours: 20:00
TBLU Max Drawdown (5Y): 37.58% for Dec. 31, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Invesco S&P Global Water Index ETF | 35.72% |
| First Trust Water ETF | 36.60% |
| Invesco Water Resources ETF | 34.92% |
| Invesco Global Water ETF | 35.76% |
| Global X Clean Water ETF | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.747 |
| Beta (5Y) | 1.034 |
| Alpha (vs YCharts Benchmark) (5Y) | -6.767 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9963 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.67% |
| Historical Sharpe Ratio (5Y) | 0.2426 |
| Historical Sortino (5Y) | 0.2867 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |