Transportadora de Gas del Sur SA (TGS)
29.56
+0.73
(+2.53%)
USD |
NYSE |
Nov 21, 16:00
29.52
-0.04
(-0.14%)
Pre-Market: 20:00
Transportadora de Gas del Sur Max Drawdown (5Y): 80.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.88% |
| September 30, 2024 | 80.88% |
| August 31, 2024 | 80.88% |
| July 31, 2024 | 80.88% |
| June 30, 2024 | 80.88% |
| May 31, 2024 | 80.88% |
| April 30, 2024 | 80.88% |
| March 31, 2024 | 80.88% |
| February 29, 2024 | 80.88% |
| January 31, 2024 | 80.88% |
| December 31, 2023 | 80.88% |
| November 30, 2023 | 80.88% |
| October 31, 2023 | 80.88% |
| September 30, 2023 | 80.88% |
| August 31, 2023 | 80.88% |
| July 31, 2023 | 80.88% |
| June 30, 2023 | 80.88% |
| May 31, 2023 | 80.88% |
| April 30, 2023 | 80.88% |
| March 31, 2023 | 80.88% |
| February 28, 2023 | 80.88% |
| January 31, 2023 | 80.88% |
| December 31, 2022 | 80.88% |
| November 30, 2022 | 80.88% |
| October 31, 2022 | 80.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.88% |
| August 31, 2022 | 80.88% |
| July 31, 2022 | 80.88% |
| June 30, 2022 | 80.88% |
| May 31, 2022 | 80.88% |
| April 30, 2022 | 80.88% |
| March 31, 2022 | 80.88% |
| February 28, 2022 | 80.88% |
| January 31, 2022 | 80.88% |
| December 31, 2021 | 80.88% |
| November 30, 2021 | 80.88% |
| October 31, 2021 | 80.88% |
| September 30, 2021 | 80.88% |
| August 31, 2021 | 80.88% |
| July 31, 2021 | 80.88% |
| June 30, 2021 | 80.88% |
| May 31, 2021 | 80.88% |
| April 30, 2021 | 80.88% |
| March 31, 2021 | 80.88% |
| February 28, 2021 | 80.88% |
| January 31, 2021 | 80.88% |
| December 31, 2020 | 80.88% |
| November 30, 2020 | 80.88% |
| October 31, 2020 | 80.88% |
| September 30, 2020 | 80.88% |
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
71.82%
Minimum
Nov 2019
80.88%
Maximum
Mar 2020
80.31%
Average
80.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| YPF SA | 91.59% |
| Hallador Energy Co | 93.39% |
| Indonesia Energy Corp Ltd | -- |
| Adams Resources & Energy Inc | 73.89% |
| Battalion Oil Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.78 |
| Beta (5Y) | 0.7022 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.52% |
| Historical Sharpe Ratio (5Y) | 0.4613 |
| Historical Sortino (5Y) | 0.9356 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.91% |