TGS ASA (TGSGY)
11.45
+0.66
(+6.12%)
USD |
OTCM |
May 06, 16:00
TGS Max Drawdown (5Y): 76.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 73.14% |
July 31, 2020 | 73.14% |
June 30, 2020 | 73.14% |
May 31, 2020 | 73.14% |
April 30, 2020 | 73.14% |
March 31, 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
May 2019
76.32%
Maximum
Oct 2020
73.88%
Average
76.32%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Equinor ASA | 66.76% |
DNO ASA | 89.25% |
Archer Ltd | 97.06% |
Panoro Energy ASA | -- |
Var Energi ASA | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.13 |
Beta (5Y) | 1.119 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.34% |
Historical Sharpe Ratio (5Y) | -0.2747 |
Historical Sortino (5Y) | -0.4432 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.97% |