Teekay Corp. Ltd. (TK)
13.17
-0.18
(-1.35%)
USD |
NYSE |
Aug 25, 09:50
Teekay Max Drawdown (5Y) : 75.45% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 75.45% |
| June 30, 2026 | 75.45% |
| May 31, 2026 | 75.45% |
| April 30, 2026 | 75.45% |
| March 31, 2026 | 75.45% |
| February 28, 2026 | 75.45% |
| January 31, 2026 | 75.82% |
| December 31, 2025 | 77.89% |
| November 30, 2025 | 89.91% |
| October 31, 2025 | 93.50% |
| September 30, 2025 | 94.06% |
| August 31, 2025 | 94.06% |
| July 31, 2025 | 94.06% |
| June 30, 2025 | 94.48% |
| May 31, 2025 | 94.48% |
| April 30, 2025 | 94.48% |
| March 31, 2025 | 94.48% |
| February 28, 2025 | 95.10% |
| January 31, 2025 | 95.10% |
| December 31, 2024 | 95.10% |
| November 30, 2024 | 95.10% |
| October 31, 2024 | 95.10% |
| September 30, 2024 | 95.10% |
| August 31, 2024 | 95.10% |
| July 31, 2024 | 95.10% |
| Date | Value |
|---|---|
| June 30, 2024 | 95.10% |
| May 31, 2024 | 95.14% |
| April 30, 2024 | 95.14% |
| March 31, 2024 | 95.14% |
| February 29, 2024 | 95.14% |
| January 31, 2024 | 95.14% |
| December 31, 2023 | 95.14% |
| November 30, 2023 | 95.14% |
| October 31, 2023 | 95.14% |
| September 30, 2023 | 95.14% |
| August 31, 2023 | 95.14% |
| July 31, 2023 | 95.14% |
| June 30, 2023 | 95.14% |
| May 31, 2023 | 95.14% |
| April 30, 2023 | 95.14% |
| March 31, 2023 | 95.14% |
| February 28, 2023 | 95.14% |
| January 31, 2023 | 95.14% |
| December 31, 2022 | 95.14% |
| November 30, 2022 | 95.14% |
| October 31, 2022 | 95.14% |
| September 30, 2022 | 95.14% |
| August 31, 2022 | 95.14% |
| July 31, 2022 | 95.14% |
| June 30, 2022 | 95.14% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| DHT Holdings, Inc. | 34.46% |
| Nordic American Tankers Ltd. | 80.03% |
| Ardmore Shipping Corp. | 66.53% |
| SFL Corp. Ltd. | 47.61% |
| Teekay Tankers Ltd. | 59.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 35.82 |
| Beta (5Y) | 0.1311 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.18% |
| Historical Sharpe Ratio (5Y) | 0.945 |
| Historical Sortino (5Y) | 2.170 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.40% |