Tortoise Global Water ESG (TBLU)
48.79
-0.23
(-0.48%)
USD |
NYSEARCA |
Nov 15, 16:00
48.90
+0.11
(+0.23%)
After-Hours: 20:00
TBLU Max Drawdown (5Y): 37.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.58% |
| September 30, 2024 | 37.58% |
| August 31, 2024 | 37.58% |
| July 31, 2024 | 37.58% |
| June 30, 2024 | 37.58% |
| May 31, 2024 | 37.58% |
| April 30, 2024 | 37.58% |
| March 31, 2024 | 37.58% |
| February 29, 2024 | 37.58% |
| January 31, 2024 | 37.58% |
| December 31, 2023 | 37.58% |
| November 30, 2023 | 37.58% |
| October 31, 2023 | 37.58% |
| September 30, 2023 | 37.58% |
| August 31, 2023 | 37.58% |
| July 31, 2023 | 37.58% |
| June 30, 2023 | 37.58% |
| May 31, 2023 | 37.58% |
| April 30, 2023 | 37.58% |
| March 31, 2023 | 37.58% |
| February 28, 2023 | 37.58% |
| January 31, 2023 | 37.58% |
| December 31, 2022 | 37.58% |
| November 30, 2022 | 37.58% |
| October 31, 2022 | 37.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.58% |
| August 31, 2022 | 37.58% |
| July 31, 2022 | 37.58% |
| June 30, 2022 | 37.58% |
| May 31, 2022 | 37.58% |
| April 30, 2022 | 37.58% |
| March 31, 2022 | 37.58% |
| February 28, 2022 | 37.58% |
| January 31, 2022 | 37.58% |
| December 31, 2021 | 37.58% |
| November 30, 2021 | 37.58% |
| October 31, 2021 | 37.58% |
| September 30, 2021 | 37.58% |
| August 31, 2021 | 37.58% |
| July 31, 2021 | 37.58% |
| June 30, 2021 | 37.58% |
| May 31, 2021 | 37.58% |
| April 30, 2021 | 37.58% |
| March 31, 2021 | 37.58% |
| February 28, 2021 | 37.58% |
| January 31, 2021 | 37.58% |
| December 31, 2020 | 37.58% |
| November 30, 2020 | 37.58% |
| October 31, 2020 | 37.58% |
| September 30, 2020 | 37.58% |
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
17.25%
Minimum
Nov 2019
37.58%
Maximum
Mar 2020
36.22%
Average
37.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.721 |
| Beta (5Y) | 1.029 |
| Alpha (vs YCharts Benchmark) (5Y) | -5.588 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9926 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.72% |
| Historical Sharpe Ratio (5Y) | 0.3326 |
| Historical Sortino (5Y) | 0.3898 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |