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% |