Teekay Corp Ltd (TK)
8.03
-0.14
(-1.71%)
USD |
NYSE |
Nov 05, 11:35
Teekay Max Drawdown (5Y): 94.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.83% |
| September 30, 2024 | 94.83% |
| August 31, 2024 | 94.83% |
| July 31, 2024 | 94.83% |
| June 30, 2024 | 94.83% |
| May 31, 2024 | 94.83% |
| April 30, 2024 | 94.83% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.14% |
| August 31, 2022 | 95.14% |
| July 31, 2022 | 95.14% |
| June 30, 2022 | 95.14% |
| May 31, 2022 | 95.14% |
| April 30, 2022 | 95.14% |
| March 31, 2022 | 95.14% |
| February 28, 2022 | 95.14% |
| January 31, 2022 | 95.14% |
| December 31, 2021 | 95.14% |
| November 30, 2021 | 95.14% |
| October 31, 2021 | 95.14% |
| September 30, 2021 | 95.14% |
| August 31, 2021 | 95.14% |
| July 31, 2021 | 95.14% |
| June 30, 2021 | 95.14% |
| May 31, 2021 | 95.14% |
| April 30, 2021 | 95.14% |
| March 31, 2021 | 95.14% |
| February 28, 2021 | 95.14% |
| January 31, 2021 | 95.14% |
| December 31, 2020 | 95.14% |
| November 30, 2020 | 95.14% |
| October 31, 2020 | 95.14% |
| September 30, 2020 | 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
94.83%
Minimum
Apr 2024
95.14%
Maximum
Nov 2019
95.10%
Average
95.14%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Nabors Industries Ltd | 98.73% |
| Teekay Tankers Ltd | 79.73% |
| Kosmos Energy Ltd | 94.29% |
| Barnwell Industries Inc | 87.98% |
| CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.195 |
| Beta (5Y) | 0.5279 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.39% |
| Historical Sharpe Ratio (5Y) | 0.1559 |
| Historical Sortino (5Y) | 0.2881 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.12% |