Tortoise Power & Energy Infra Fd Inc (TPZ)
15.16
+0.01
(+0.07%)
USD |
NYSE |
Apr 25, 16:00
15.15
-0.01
(-0.07%)
Pre-Market: 20:00
TPZ Max Drawdown (5Y): 77.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.58% |
February 29, 2024 | 77.58% |
January 31, 2024 | 77.58% |
December 31, 2023 | 77.58% |
November 30, 2023 | 77.58% |
October 31, 2023 | 77.58% |
September 30, 2023 | 77.58% |
August 31, 2023 | 77.58% |
July 31, 2023 | 77.58% |
June 30, 2023 | 77.58% |
May 31, 2023 | 77.58% |
April 30, 2023 | 77.58% |
March 31, 2023 | 77.58% |
February 28, 2023 | 77.58% |
January 31, 2023 | 77.58% |
December 31, 2022 | 77.58% |
November 30, 2022 | 77.58% |
October 31, 2022 | 77.58% |
September 30, 2022 | 77.58% |
August 31, 2022 | 77.58% |
July 31, 2022 | 77.58% |
June 30, 2022 | 77.58% |
May 31, 2022 | 77.58% |
April 30, 2022 | 77.58% |
March 31, 2022 | 77.58% |
Date | Value |
---|---|
February 28, 2022 | 77.58% |
January 31, 2022 | 77.58% |
December 31, 2021 | 77.58% |
November 30, 2021 | 77.58% |
October 31, 2021 | 77.58% |
September 30, 2021 | 77.58% |
August 31, 2021 | 77.58% |
July 31, 2021 | 77.58% |
June 30, 2021 | 77.58% |
May 31, 2021 | 77.58% |
April 30, 2021 | 77.58% |
March 31, 2021 | 77.58% |
February 28, 2021 | 77.58% |
January 31, 2021 | 77.58% |
December 31, 2020 | 77.58% |
November 30, 2020 | 77.58% |
October 31, 2020 | 77.58% |
September 30, 2020 | 77.58% |
August 31, 2020 | 77.58% |
July 31, 2020 | 77.58% |
June 30, 2020 | 77.58% |
May 31, 2020 | 77.58% |
April 30, 2020 | 77.58% |
March 31, 2020 | 77.58% |
February 29, 2020 | 52.89% |
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
52.89%
Minimum
Apr 2019
77.58%
Maximum
Mar 2020
73.05%
Average
77.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.55 |
Beta (5Y) | 1.345 |
Alpha (vs YCharts Benchmark) (5Y) | -0.2772 |
Beta (vs YCharts Benchmark) (5Y) | 0.8465 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.19% |
Historical Sharpe Ratio (5Y) | 0.0807 |
Historical Sortino (5Y) | 0.0762 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.79% |