Targa Resources Corp (TRGP)
116.00
+2.19
(+1.92%)
USD |
NYSE |
Apr 23, 16:00
116.00
0.00 (0.00%)
After-Hours: 20:00
Targa Resources Max Drawdown (5Y): 92.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 92.89% |
February 29, 2024 | 92.89% |
January 31, 2024 | 92.89% |
December 31, 2023 | 92.89% |
November 30, 2023 | 92.89% |
October 31, 2023 | 92.89% |
September 30, 2023 | 92.89% |
August 31, 2023 | 92.89% |
July 31, 2023 | 92.89% |
June 30, 2023 | 92.89% |
May 31, 2023 | 92.89% |
April 30, 2023 | 92.89% |
March 31, 2023 | 92.89% |
February 28, 2023 | 92.89% |
January 31, 2023 | 92.89% |
December 31, 2022 | 92.89% |
November 30, 2022 | 92.89% |
October 31, 2022 | 92.89% |
September 30, 2022 | 92.89% |
August 31, 2022 | 92.89% |
July 31, 2022 | 92.89% |
June 30, 2022 | 92.89% |
May 31, 2022 | 92.89% |
April 30, 2022 | 92.89% |
March 31, 2022 | 92.89% |
Date | Value |
---|---|
February 28, 2022 | 92.89% |
January 31, 2022 | 92.89% |
December 31, 2021 | 92.89% |
November 30, 2021 | 92.89% |
October 31, 2021 | 92.89% |
September 30, 2021 | 92.89% |
August 31, 2021 | 92.89% |
July 31, 2021 | 92.89% |
June 30, 2021 | 92.89% |
May 31, 2021 | 92.89% |
April 30, 2021 | 92.89% |
March 31, 2021 | 92.89% |
February 28, 2021 | 92.89% |
January 31, 2021 | 92.89% |
December 31, 2020 | 92.89% |
November 30, 2020 | 92.89% |
October 31, 2020 | 92.89% |
September 30, 2020 | 92.89% |
August 31, 2020 | 92.89% |
July 31, 2020 | 92.89% |
June 30, 2020 | 92.89% |
May 31, 2020 | 92.89% |
April 30, 2020 | 92.89% |
March 31, 2020 | 92.89% |
February 29, 2020 | 88.77% |
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
88.77%
Minimum
Apr 2019
92.89%
Maximum
Mar 2020
92.13%
Average
92.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Halliburton Co | 91.49% |
Kinder Morgan Inc | 71.82% |
MPLX LP | 84.60% |
Western Midstream Partners LP | 93.47% |
Baker Hughes Co | 84.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.580 |
Beta (5Y) | 2.207 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.36% |
Historical Sharpe Ratio (5Y) | 0.3396 |
Historical Sortino (5Y) | 0.4401 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.73% |