Teekay Corp Ltd (TK)

6.32 +0.03 (+0.48%) USD  |  NYSE  |  Dec 20, 16:00
6.31 -0.01 (-0.16%) After-Hours: 20:00
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Teekay Max Drawdown (5Y): 95.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Nabors Industries Ltd 98.73%
Teekay Tankers Ltd 81.78%
Nine Energy Service Inc 99.03%
KLX Energy Services Holdings Inc 98.37%
ProFrac Holding Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.0934
Beta (5Y) 0.4958
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.05%
Historical Sharpe Ratio (5Y) 0.1279
Historical Sortino (5Y) 0.2406
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.87%