Tidewater Midstream and Infrastructure Ltd (TWM.TO)
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TSX |
Nov 22, 11:19
Tidewater Midstream and Infrastructure Max Drawdown (5Y): 83.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.05% |
| September 30, 2024 | 82.74% |
| August 31, 2024 | 81.44% |
| July 31, 2024 | 81.44% |
| June 30, 2024 | 81.44% |
| May 31, 2024 | 81.44% |
| April 30, 2024 | 81.44% |
| March 31, 2024 | 81.44% |
| February 29, 2024 | 81.44% |
| January 31, 2024 | 81.44% |
| December 31, 2023 | 81.44% |
| November 30, 2023 | 81.44% |
| October 31, 2023 | 81.44% |
| September 30, 2023 | 81.44% |
| August 31, 2023 | 81.44% |
| July 31, 2023 | 81.44% |
| June 30, 2023 | 81.44% |
| May 31, 2023 | 81.44% |
| April 30, 2023 | 81.44% |
| March 31, 2023 | 81.44% |
| February 28, 2023 | 81.44% |
| January 31, 2023 | 81.44% |
| December 31, 2022 | 81.44% |
| November 30, 2022 | 81.44% |
| October 31, 2022 | 81.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.44% |
| August 31, 2022 | 81.44% |
| July 31, 2022 | 81.44% |
| June 30, 2022 | 81.44% |
| May 31, 2022 | 81.44% |
| April 30, 2022 | 81.44% |
| March 31, 2022 | 81.44% |
| February 28, 2022 | 81.44% |
| January 31, 2022 | 81.44% |
| December 31, 2021 | 81.44% |
| November 30, 2021 | 81.44% |
| October 31, 2021 | 81.44% |
| September 30, 2021 | 81.44% |
| August 31, 2021 | 81.44% |
| July 31, 2021 | 81.44% |
| June 30, 2021 | 81.44% |
| May 31, 2021 | 81.44% |
| April 30, 2021 | 81.44% |
| March 31, 2021 | 81.44% |
| February 28, 2021 | 81.44% |
| January 31, 2021 | 81.44% |
| December 31, 2020 | 81.44% |
| November 30, 2020 | 81.44% |
| October 31, 2020 | 81.44% |
| September 30, 2020 | 81.44% |
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
49.10%
Minimum
Nov 2019
83.05%
Maximum
Oct 2024
79.35%
Average
81.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| TC Energy Corp | 36.30% |
| Topaz Energy Corp | -- |
| Shoal Point Energy Ltd | 97.62% |
| Bird River Resources Inc | 98.94% |
| James Bay Resources Ltd | 91.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.52 |
| Beta (5Y) | 1.629 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.41% |
| Historical Sharpe Ratio (5Y) | -0.4173 |
| Historical Sortino (5Y) | -0.5144 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.37% |