Tsakos Energy Navigation Ltd (TEN)
21.02
+0.14
(+0.65%)
USD |
NYSE |
Nov 14, 16:00
21.02
0.00 (0.00%)
After-Hours: 20:00
Tsakos Energy Navigation Max Drawdown (5Y): 79.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.57% |
| September 30, 2024 | 79.57% |
| August 31, 2024 | 79.57% |
| July 31, 2024 | 79.57% |
| June 30, 2024 | 79.57% |
| May 31, 2024 | 79.57% |
| April 30, 2024 | 79.57% |
| March 31, 2024 | 79.57% |
| February 29, 2024 | 79.57% |
| January 31, 2024 | 79.57% |
| December 31, 2023 | 79.57% |
| November 30, 2023 | 79.57% |
| October 31, 2023 | 79.57% |
| September 30, 2023 | 79.57% |
| August 31, 2023 | 79.57% |
| July 31, 2023 | 79.57% |
| June 30, 2023 | 79.57% |
| May 31, 2023 | 79.57% |
| April 30, 2023 | 79.57% |
| March 31, 2023 | 79.57% |
| February 28, 2023 | 79.57% |
| January 31, 2023 | 79.57% |
| December 31, 2022 | 79.57% |
| November 30, 2022 | 79.57% |
| October 31, 2022 | 79.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.57% |
| August 31, 2022 | 79.57% |
| July 31, 2022 | 79.57% |
| June 30, 2022 | 79.57% |
| May 31, 2022 | 79.57% |
| April 30, 2022 | 79.57% |
| March 31, 2022 | 79.57% |
| February 28, 2022 | 79.57% |
| January 31, 2022 | 79.57% |
| December 31, 2021 | 79.57% |
| November 30, 2021 | 79.57% |
| October 31, 2021 | 79.57% |
| September 30, 2021 | 79.57% |
| August 31, 2021 | 79.57% |
| July 31, 2021 | 79.57% |
| June 30, 2021 | 79.57% |
| May 31, 2021 | 79.57% |
| April 30, 2021 | 79.57% |
| March 31, 2021 | 79.57% |
| February 28, 2021 | 79.57% |
| January 31, 2021 | 79.57% |
| December 31, 2020 | 79.57% |
| November 30, 2020 | 79.57% |
| October 31, 2020 | 79.57% |
| September 30, 2020 | 79.57% |
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
70.01%
Minimum
Nov 2019
79.57%
Maximum
Mar 2020
78.96%
Average
79.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Dynagas LNG Partners LP | 92.70% |
| TOP Ships Inc | 100.0% |
| Pyxis Tankers Inc | 93.93% |
| HELLENiQ ENERGY Holdings SA | -- |
| Imperial Petroleum Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.173 |
| Beta (5Y) | -0.1455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.65% |
| Historical Sharpe Ratio (5Y) | 0.0951 |
| Historical Sortino (5Y) | 0.1898 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.25% |