Titan NRG (TTNN)
0.1300
+0.07
(+127.98%)
USD |
OTCM |
Nov 04, 16:00
Titan NRG Max Drawdown (5Y): 90.87% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 90.87% |
| August 31, 2024 | 90.87% |
| July 31, 2024 | 90.87% |
| June 30, 2024 | 90.87% |
| May 31, 2024 | 90.87% |
| April 30, 2024 | 90.87% |
| March 31, 2024 | 90.87% |
| February 29, 2024 | 90.87% |
| January 31, 2024 | 78.26% |
| December 31, 2023 | 78.26% |
| November 30, 2023 | 78.10% |
| October 31, 2023 | 77.78% |
| September 30, 2023 | 77.78% |
| August 31, 2023 | 77.78% |
| July 31, 2023 | 77.78% |
| June 30, 2023 | 77.78% |
| May 31, 2023 | 77.78% |
| April 30, 2023 | 77.78% |
| March 31, 2023 | 77.78% |
| February 28, 2023 | 92.00% |
| January 31, 2023 | 93.46% |
| December 31, 2022 | 93.46% |
| November 30, 2022 | 94.40% |
| October 31, 2022 | 95.40% |
| September 30, 2022 | 97.00% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.40% |
| July 31, 2022 | 97.40% |
| June 30, 2022 | 97.40% |
| May 31, 2022 | 97.60% |
| April 30, 2022 | 98.00% |
| March 31, 2022 | 98.20% |
| February 28, 2022 | 98.20% |
| January 31, 2022 | 98.20% |
| December 31, 2021 | 98.20% |
| November 30, 2021 | 98.45% |
| October 31, 2021 | 99.00% |
| September 30, 2021 | 99.29% |
| August 31, 2021 | 99.29% |
| July 31, 2021 | 99.35% |
| June 30, 2021 | 99.35% |
| May 31, 2021 | 99.55% |
| April 30, 2021 | 99.63% |
| March 31, 2021 | 99.68% |
| February 28, 2021 | 99.70% |
| January 31, 2021 | 99.70% |
| December 31, 2020 | 99.70% |
| November 30, 2020 | 99.70% |
| October 31, 2020 | 99.70% |
| September 30, 2020 | 99.73% |
| August 31, 2020 | 99.73% |
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
77.78%
Minimum
Mar 2023
99.80%
Maximum
Nov 2019
93.55%
Average
98.00%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Plains All American Pipeline LP | 90.18% |
| Permian Basin Royalty Trust | 73.89% |
| Dorian LPG Ltd | 62.01% |
| International Seaways Inc | 57.48% |
| Kinetik Holdings Inc | 95.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 108.06 |
| Beta (5Y) | 0.1677 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 226.7% |
| Historical Sharpe Ratio (5Y) | 0.4867 |
| Historical Sortino (5Y) | 2.024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.22% |