Tenaris SA (TS)
38.10
+0.05
(+0.13%)
USD |
NYSE |
Apr 17, 16:00
37.69
-0.41
(-1.08%)
Pre-Market: 05:24
Tenaris Max Drawdown (5Y): 76.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 76.21% |
| February 29, 2024 | 76.21% |
| January 31, 2024 | 76.21% |
| December 31, 2023 | 76.21% |
| November 30, 2023 | 76.21% |
| October 31, 2023 | 76.21% |
| September 30, 2023 | 76.21% |
| August 31, 2023 | 76.21% |
| July 31, 2023 | 76.21% |
| June 30, 2023 | 76.21% |
| May 31, 2023 | 76.21% |
| April 30, 2023 | 76.21% |
| March 31, 2023 | 76.21% |
| February 28, 2023 | 76.21% |
| January 31, 2023 | 76.21% |
| December 31, 2022 | 76.21% |
| November 30, 2022 | 76.21% |
| October 31, 2022 | 76.21% |
| September 30, 2022 | 76.21% |
| August 31, 2022 | 76.21% |
| July 31, 2022 | 76.21% |
| June 30, 2022 | 76.21% |
| May 31, 2022 | 76.21% |
| April 30, 2022 | 76.21% |
| March 31, 2022 | 76.21% |
| Date | Value |
|---|---|
| February 28, 2022 | 76.21% |
| January 31, 2022 | 76.21% |
| December 31, 2021 | 76.21% |
| November 30, 2021 | 76.21% |
| October 31, 2021 | 76.21% |
| September 30, 2021 | 76.21% |
| August 31, 2021 | 76.21% |
| July 31, 2021 | 76.21% |
| June 30, 2021 | 76.21% |
| May 31, 2021 | 76.21% |
| April 30, 2021 | 76.21% |
| March 31, 2021 | 76.21% |
| February 28, 2021 | 76.21% |
| January 31, 2021 | 76.21% |
| December 31, 2020 | 76.21% |
| November 30, 2020 | 76.21% |
| October 31, 2020 | 76.21% |
| September 30, 2020 | 75.22% |
| August 31, 2020 | 74.60% |
| July 31, 2020 | 74.60% |
| June 30, 2020 | 74.60% |
| May 31, 2020 | 74.60% |
| April 30, 2020 | 74.60% |
| March 31, 2020 | 74.60% |
| February 29, 2020 | 58.60% |
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
58.60%
Minimum
Apr 2019
76.21%
Maximum
Oct 2020
72.81%
Average
76.21%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Devon Energy Corp | 91.39% |
| Eni SpA | 61.64% |
| Equinor ASA | 66.76% |
| Baker Hughes Co | 84.99% |
| EOG Resources Inc | 77.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.48 |
| Beta (5Y) | 1.463 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.13% |
| Historical Sharpe Ratio (5Y) | 0.1652 |
| Historical Sortino (5Y) | 0.2602 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.49% |