TGS ASA (TGSGY)
9.22
+0.09
(+0.99%)
USD |
OTCM |
Nov 13, 16:00
TGS Max Drawdown (5Y): 76.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.32% |
| September 30, 2024 | 76.32% |
| August 31, 2024 | 76.32% |
| July 31, 2024 | 76.32% |
| June 30, 2024 | 76.32% |
| May 31, 2024 | 76.32% |
| April 30, 2024 | 76.32% |
| March 31, 2024 | 76.32% |
| February 29, 2024 | 76.32% |
| January 31, 2024 | 76.32% |
| December 31, 2023 | 76.32% |
| November 30, 2023 | 76.32% |
| October 31, 2023 | 76.32% |
| September 30, 2023 | 76.32% |
| August 31, 2023 | 76.32% |
| July 31, 2023 | 76.32% |
| June 30, 2023 | 76.32% |
| May 31, 2023 | 76.32% |
| April 30, 2023 | 76.32% |
| March 31, 2023 | 76.32% |
| February 28, 2023 | 76.32% |
| January 31, 2023 | 76.32% |
| December 31, 2022 | 76.32% |
| November 30, 2022 | 76.32% |
| October 31, 2022 | 76.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.32% |
| August 31, 2022 | 76.32% |
| July 31, 2022 | 76.32% |
| June 30, 2022 | 76.32% |
| May 31, 2022 | 76.32% |
| April 30, 2022 | 76.32% |
| March 31, 2022 | 76.32% |
| February 28, 2022 | 76.32% |
| January 31, 2022 | 76.32% |
| December 31, 2021 | 76.32% |
| November 30, 2021 | 76.32% |
| October 31, 2021 | 76.32% |
| September 30, 2021 | 76.32% |
| August 31, 2021 | 76.32% |
| July 31, 2021 | 76.32% |
| June 30, 2021 | 76.32% |
| May 31, 2021 | 76.32% |
| April 30, 2021 | 76.32% |
| March 31, 2021 | 76.32% |
| February 28, 2021 | 76.32% |
| January 31, 2021 | 76.32% |
| December 31, 2020 | 76.32% |
| November 30, 2020 | 76.32% |
| October 31, 2020 | 76.32% |
| September 30, 2020 | 73.14% |
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
63.93%
Minimum
Nov 2019
76.32%
Maximum
Oct 2020
75.12%
Average
76.32%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Equinor ASA | 66.76% |
| DNO ASA | 89.25% |
| Archer Ltd | 96.37% |
| Aker BP ASA | 77.26% |
| Panoro Energy ASA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.13 |
| Beta (5Y) | 1.138 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.80% |
| Historical Sharpe Ratio (5Y) | -0.324 |
| Historical Sortino (5Y) | -0.5383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.97% |