Teekay Corp (TK)
7.28
+0.04
(+0.55%)
USD |
NYSE |
Mar 28, 16:00
7.30
+0.02
(+0.27%)
After-Hours: 20:00
Teekay Max Drawdown (5Y): 95.14% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
May 31, 2022 | 95.14% |
April 30, 2022 | 95.14% |
March 31, 2022 | 95.14% |
February 28, 2022 | 95.14% |
Date | Value |
---|---|
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% |
August 31, 2020 | 95.14% |
July 31, 2020 | 95.14% |
June 30, 2020 | 95.14% |
May 31, 2020 | 95.14% |
April 30, 2020 | 95.14% |
March 31, 2020 | 95.14% |
February 29, 2020 | 95.14% |
January 31, 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
94.37%
Minimum
Mar 2019
95.14%
Maximum
Jun 2019
95.10%
Average
95.14%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Teekay Tankers Ltd | 86.02% |
Nabors Industries Ltd | 98.73% |
Western Midstream Partners LP | 93.47% |
ProPetro Holding Corp | 93.88% |
Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.955 |
Beta (5Y) | 0.6355 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.10% |
Historical Sharpe Ratio (5Y) | 0.1979 |
Historical Sortino (5Y) | 0.3684 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.14% |