Teekay Tankers Ltd (TNK)
41.72
-0.14
(-0.33%)
USD |
NYSE |
Nov 22, 12:34
Teekay Tankers Max Drawdown (5Y): 81.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.78% |
| September 30, 2024 | 81.78% |
| August 31, 2024 | 85.46% |
| July 31, 2024 | 86.02% |
| June 30, 2024 | 86.02% |
| May 31, 2024 | 86.02% |
| April 30, 2024 | 86.02% |
| March 31, 2024 | 86.60% |
| February 29, 2024 | 86.60% |
| January 31, 2024 | 86.73% |
| December 31, 2023 | 86.78% |
| November 30, 2023 | 86.97% |
| October 31, 2023 | 86.97% |
| September 30, 2023 | 86.97% |
| August 31, 2023 | 86.97% |
| July 31, 2023 | 86.97% |
| June 30, 2023 | 86.97% |
| May 31, 2023 | 86.97% |
| April 30, 2023 | 86.97% |
| March 31, 2023 | 86.97% |
| February 28, 2023 | 86.97% |
| January 31, 2023 | 86.97% |
| December 31, 2022 | 86.97% |
| November 30, 2022 | 86.97% |
| October 31, 2022 | 86.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.97% |
| August 31, 2022 | 86.97% |
| July 31, 2022 | 86.97% |
| June 30, 2022 | 86.97% |
| May 31, 2022 | 86.97% |
| April 30, 2022 | 86.97% |
| March 31, 2022 | 86.97% |
| February 28, 2022 | 86.97% |
| January 31, 2022 | 86.97% |
| December 31, 2021 | 86.97% |
| November 30, 2021 | 86.97% |
| October 31, 2021 | 86.97% |
| September 30, 2021 | 86.97% |
| August 31, 2021 | 86.97% |
| July 31, 2021 | 86.97% |
| June 30, 2021 | 86.97% |
| May 31, 2021 | 86.97% |
| April 30, 2021 | 86.97% |
| March 31, 2021 | 86.97% |
| February 28, 2021 | 86.97% |
| January 31, 2021 | 86.97% |
| December 31, 2020 | 86.97% |
| November 30, 2020 | 86.97% |
| October 31, 2020 | 86.97% |
| September 30, 2020 | 86.97% |
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
81.78%
Minimum
Sep 2024
86.97%
Maximum
Nov 2019
86.69%
Average
86.97%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Teekay Corp Ltd | 95.10% |
| DHT Holdings Inc | 39.57% |
| Nordic American Tankers Ltd | 79.67% |
| Golar LNG Ltd | 90.08% |
| Nabors Industries Ltd | 98.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 27.75 |
| Beta (5Y) | -0.3218 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.64% |
| Historical Sharpe Ratio (5Y) | 0.424 |
| Historical Sortino (5Y) | 0.8568 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.57% |