TC Energy Corp (TRP.TO)
70.14
+1.35
(+1.96%)
CAD |
TSX |
Nov 21, 16:00
TC Energy Max Drawdown (5Y): 36.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.30% |
| September 30, 2024 | 36.30% |
| August 31, 2024 | 36.30% |
| July 31, 2024 | 36.30% |
| June 30, 2024 | 36.30% |
| May 31, 2024 | 36.30% |
| April 30, 2024 | 36.30% |
| March 31, 2024 | 36.30% |
| February 29, 2024 | 36.30% |
| January 31, 2024 | 36.30% |
| December 31, 2023 | 36.30% |
| November 30, 2023 | 36.30% |
| October 31, 2023 | 36.30% |
| September 30, 2023 | 36.30% |
| August 31, 2023 | 36.30% |
| July 31, 2023 | 36.30% |
| June 30, 2023 | 36.30% |
| May 31, 2023 | 36.30% |
| April 30, 2023 | 36.30% |
| March 31, 2023 | 36.30% |
| February 28, 2023 | 36.30% |
| January 31, 2023 | 36.30% |
| December 31, 2022 | 36.30% |
| November 30, 2022 | 36.30% |
| October 31, 2022 | 36.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.30% |
| August 31, 2022 | 36.30% |
| July 31, 2022 | 36.30% |
| June 30, 2022 | 36.30% |
| May 31, 2022 | 36.30% |
| April 30, 2022 | 36.30% |
| March 31, 2022 | 36.30% |
| February 28, 2022 | 36.30% |
| January 31, 2022 | 36.30% |
| December 31, 2021 | 36.30% |
| November 30, 2021 | 36.30% |
| October 31, 2021 | 36.30% |
| September 30, 2021 | 36.30% |
| August 31, 2021 | 36.30% |
| July 31, 2021 | 36.30% |
| June 30, 2021 | 36.30% |
| May 31, 2021 | 36.30% |
| April 30, 2021 | 36.30% |
| March 31, 2021 | 36.30% |
| February 28, 2021 | 36.30% |
| January 31, 2021 | 36.30% |
| December 31, 2020 | 36.30% |
| November 30, 2020 | 36.30% |
| October 31, 2020 | 36.30% |
| September 30, 2020 | 36.30% |
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
29.85%
Minimum
Nov 2019
36.30%
Maximum
Mar 2020
35.87%
Average
36.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Topaz Energy Corp | -- |
| Tidewater Midstream and Infrastructure Ltd | 83.05% |
| AltaGas Ltd | 67.98% |
| South Bow Corp | -- |
| Enbridge Inc | 39.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.248 |
| Beta (5Y) | 0.8413 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.98% |
| Historical Sharpe Ratio (5Y) | 0.1438 |
| Historical Sortino (5Y) | 0.2046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.84% |