Thermal Energy International Inc (TMGEF)
0.1714
+0.01
(+4.51%)
USD |
OTCM |
Jun 14, 16:00
Thermal Energy International Max Drawdown (5Y): 74.48% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 74.48% |
April 30, 2024 | 74.48% |
March 31, 2024 | 74.48% |
February 29, 2024 | 74.48% |
January 31, 2024 | 74.48% |
December 31, 2023 | 74.48% |
November 30, 2023 | 74.48% |
October 31, 2023 | 74.48% |
September 30, 2023 | 74.48% |
August 31, 2023 | 74.48% |
July 31, 2023 | 74.48% |
June 30, 2023 | 74.48% |
May 31, 2023 | 74.48% |
April 30, 2023 | 74.48% |
March 31, 2023 | 74.48% |
February 28, 2023 | 74.48% |
January 31, 2023 | 74.48% |
December 31, 2022 | 74.48% |
November 30, 2022 | 74.48% |
October 31, 2022 | 74.48% |
September 30, 2022 | 74.48% |
August 31, 2022 | 74.48% |
July 31, 2022 | 74.48% |
June 30, 2022 | 73.53% |
May 31, 2022 | 73.10% |
Date | Value |
---|---|
April 30, 2022 | 73.10% |
March 31, 2022 | 73.10% |
February 28, 2022 | 73.10% |
January 31, 2022 | 73.10% |
December 31, 2021 | 73.10% |
November 30, 2021 | 73.10% |
October 31, 2021 | 73.10% |
September 30, 2021 | 73.10% |
August 31, 2021 | 73.10% |
July 31, 2021 | 73.10% |
June 30, 2021 | 79.07% |
May 31, 2021 | 79.07% |
April 30, 2021 | 79.07% |
March 31, 2021 | 81.36% |
February 28, 2021 | 81.36% |
January 31, 2021 | 81.36% |
December 31, 2020 | 81.36% |
November 30, 2020 | 81.36% |
October 31, 2020 | 81.36% |
September 30, 2020 | 81.36% |
August 31, 2020 | 81.36% |
July 31, 2020 | 81.36% |
June 30, 2020 | 82.71% |
May 31, 2020 | 82.71% |
April 30, 2020 | 82.71% |
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
73.10%
Minimum
Jul 2021
82.71%
Maximum
Jun 2019
77.26%
Average
74.48%
Median
Jul 2022
Max Drawdown (5Y) Benchmarks
Quest Water Global Inc | 95.70% |
Rainmaker Worldwide Inc | 100.0% |
Clean Harbors Inc | 64.51% |
Waste Management Inc | 30.06% |
GFL Environmental Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 17.84 |
Beta (5Y) | 0.9838 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.98% |
Historical Sharpe Ratio (5Y) | 0.3868 |
Historical Sortino (5Y) | 0.8541 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.79% |