TC Energy Corp (TRP.TO)
49.30
-0.03
(-0.06%)
CAD |
TSX |
Apr 26, 16:00
TC Energy Max Drawdown (5Y): 36.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 36.30% |
July 31, 2020 | 36.30% |
June 30, 2020 | 36.30% |
May 31, 2020 | 36.30% |
April 30, 2020 | 36.30% |
March 31, 2020 | 36.30% |
February 29, 2020 | 29.85% |
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
Apr 2019
36.30%
Maximum
Mar 2020
35.12%
Average
36.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Tidewater Midstream and Infrastructure Ltd | 81.44% |
Topaz Energy Corp | -- |
Enbridge Inc | 39.46% |
Gibson Energy Inc | 54.88% |
Pembina Pipeline Corp | 68.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.295 |
Beta (5Y) | 0.7612 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.86% |
Historical Sharpe Ratio (5Y) | 0.0901 |
Historical Sortino (5Y) | 0.1223 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.82% |