TC Energy Corp (TRP)
47.17
-0.20
(-0.42%)
USD |
NYSE |
Dec 10, 16:00
47.17
0.00 (0.00%)
Pre-Market: 08:50
TC Energy Max Drawdown (5Y): 41.64% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 41.64% |
October 31, 2024 | 41.64% |
September 30, 2024 | 41.64% |
August 31, 2024 | 41.64% |
July 31, 2024 | 41.64% |
June 30, 2024 | 41.64% |
May 31, 2024 | 41.64% |
April 30, 2024 | 41.64% |
March 31, 2024 | 41.64% |
February 29, 2024 | 41.64% |
January 31, 2024 | 41.64% |
December 31, 2023 | 41.64% |
November 30, 2023 | 41.64% |
October 31, 2023 | 41.64% |
September 30, 2023 | 41.64% |
August 31, 2023 | 41.64% |
July 31, 2023 | 41.64% |
June 30, 2023 | 41.64% |
May 31, 2023 | 41.64% |
April 30, 2023 | 41.64% |
March 31, 2023 | 41.64% |
February 28, 2023 | 41.64% |
January 31, 2023 | 41.64% |
December 31, 2022 | 41.64% |
November 30, 2022 | 41.64% |
Date | Value |
---|---|
October 31, 2022 | 41.64% |
September 30, 2022 | 41.64% |
August 31, 2022 | 41.64% |
July 31, 2022 | 41.64% |
June 30, 2022 | 41.64% |
May 31, 2022 | 41.64% |
April 30, 2022 | 41.64% |
March 31, 2022 | 41.64% |
February 28, 2022 | 41.64% |
January 31, 2022 | 41.64% |
December 31, 2021 | 41.64% |
November 30, 2021 | 41.64% |
October 31, 2021 | 41.64% |
September 30, 2021 | 41.64% |
August 31, 2021 | 41.64% |
July 31, 2021 | 41.64% |
June 30, 2021 | 41.64% |
May 31, 2021 | 41.64% |
April 30, 2021 | 41.64% |
March 31, 2021 | 41.64% |
February 28, 2021 | 41.64% |
January 31, 2021 | 41.64% |
December 31, 2020 | 44.28% |
November 30, 2020 | 44.28% |
October 31, 2020 | 44.28% |
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
41.64%
Minimum
Jan 2021
44.28%
Maximum
Dec 2019
42.21%
Average
41.64%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Cheniere Energy Partners LP | 60.29% |
Energy Transfer LP | 81.50% |
Cheniere Energy Inc | 62.62% |
Williams Companies Inc | 79.50% |
EnLink Midstream LLC | 96.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.155 |
Beta (5Y) | 0.8420 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.59% |
Historical Sharpe Ratio (5Y) | 0.1121 |
Historical Sortino (5Y) | 0.156 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.55% |