TotalEnergies SE (TTFNF)
61.43
+1.59
(+2.66%)
USD |
OTCM |
Nov 15, 16:00
TotalEnergies Max Drawdown (5Y): 64.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.35% |
| September 30, 2024 | 64.35% |
| August 31, 2024 | 64.35% |
| July 31, 2024 | 64.35% |
| June 30, 2024 | 64.35% |
| May 31, 2024 | 64.35% |
| April 30, 2024 | 64.35% |
| March 31, 2024 | 64.35% |
| February 29, 2024 | 64.35% |
| January 31, 2024 | 64.35% |
| December 31, 2023 | 64.35% |
| November 30, 2023 | 64.35% |
| October 31, 2023 | 64.35% |
| September 30, 2023 | 64.35% |
| August 31, 2023 | 64.35% |
| July 31, 2023 | 64.35% |
| June 30, 2023 | 64.35% |
| May 31, 2023 | 64.35% |
| April 30, 2023 | 64.35% |
| March 31, 2023 | 64.35% |
| February 28, 2023 | 64.35% |
| January 31, 2023 | 64.35% |
| December 31, 2022 | 64.35% |
| November 30, 2022 | 64.35% |
| October 31, 2022 | 64.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.35% |
| August 31, 2022 | 64.35% |
| July 31, 2022 | 64.35% |
| June 30, 2022 | 64.35% |
| May 31, 2022 | 64.35% |
| April 30, 2022 | 64.35% |
| March 31, 2022 | 64.35% |
| February 28, 2022 | 64.35% |
| January 31, 2022 | 64.35% |
| December 31, 2021 | 64.35% |
| November 30, 2021 | 64.35% |
| October 31, 2021 | 64.35% |
| September 30, 2021 | 64.35% |
| August 31, 2021 | 64.35% |
| July 31, 2021 | 64.35% |
| June 30, 2021 | 64.35% |
| May 31, 2021 | 64.35% |
| April 30, 2021 | 64.35% |
| March 31, 2021 | 64.35% |
| February 28, 2021 | 64.35% |
| January 31, 2021 | 64.35% |
| December 31, 2020 | 64.35% |
| November 30, 2020 | 64.35% |
| October 31, 2020 | 64.35% |
| September 30, 2020 | 64.35% |
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
42.26%
Minimum
Nov 2019
64.35%
Maximum
Mar 2020
62.88%
Average
64.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Viridien | 98.45% |
| Rubis SCA | 72.43% |
| La Francaise de l'Energie | -- |
| Etablissements Maurel & Prom | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.122 |
| Beta (5Y) | 0.6726 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.53% |
| Historical Sharpe Ratio (5Y) | 0.2255 |
| Historical Sortino (5Y) | 0.3333 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.82% |