TotalEnergies SE (TTE)
59.98
-0.54
(-0.89%)
USD |
NYSE |
Nov 21, 16:00
59.98
0.00 (0.00%)
After-Hours: 17:01
TotalEnergies Max Drawdown (5Y): 59.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.57% |
September 30, 2024 | 59.57% |
August 31, 2024 | 59.57% |
July 31, 2024 | 59.57% |
June 30, 2024 | 59.57% |
May 31, 2024 | 59.57% |
April 30, 2024 | 59.57% |
March 31, 2024 | 59.57% |
February 29, 2024 | 59.57% |
January 31, 2024 | 59.57% |
December 31, 2023 | 59.57% |
November 30, 2023 | 59.57% |
October 31, 2023 | 59.57% |
September 30, 2023 | 59.57% |
August 31, 2023 | 59.57% |
July 31, 2023 | 59.57% |
June 30, 2023 | 59.57% |
May 31, 2023 | 59.57% |
April 30, 2023 | 59.57% |
March 31, 2023 | 59.57% |
February 28, 2023 | 59.57% |
January 31, 2023 | 59.57% |
December 31, 2022 | 59.57% |
November 30, 2022 | 59.57% |
October 31, 2022 | 59.57% |
Date | Value |
---|---|
September 30, 2022 | 59.57% |
August 31, 2022 | 59.57% |
July 31, 2022 | 59.57% |
June 30, 2022 | 59.57% |
May 31, 2022 | 59.57% |
April 30, 2022 | 59.57% |
March 31, 2022 | 59.57% |
February 28, 2022 | 59.57% |
January 31, 2022 | 59.57% |
December 31, 2021 | 59.57% |
November 30, 2021 | 59.57% |
October 31, 2021 | 59.57% |
September 30, 2021 | 59.57% |
August 31, 2021 | 59.57% |
July 31, 2021 | 59.57% |
June 30, 2021 | 59.57% |
May 31, 2021 | 59.57% |
April 30, 2021 | 59.57% |
March 31, 2021 | 59.57% |
February 28, 2021 | 59.57% |
January 31, 2021 | 59.57% |
December 31, 2020 | 59.57% |
November 30, 2020 | 59.57% |
October 31, 2020 | 59.57% |
September 30, 2020 | 59.57% |
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
40.86%
Minimum
Nov 2019
59.57%
Maximum
Mar 2020
58.32%
Average
59.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Equinor ASA | 66.76% |
Shell PLC | 67.23% |
Chevron Corp | 55.77% |
Eni SpA | 61.64% |
BP PLC | 63.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.1676 |
Beta (5Y) | 0.6291 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.20% |
Historical Sharpe Ratio (5Y) | 0.2395 |
Historical Sortino (5Y) | 0.3514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.85% |