Tidewater Midstream and Infrastructure Ltd (TWM.TO)
0.68
-0.03
(-4.23%)
CAD |
TSX |
May 10, 09:55
Tidewater Midstream and Infrastructure Max Drawdown (5Y): 81.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 81.44% |
July 31, 2020 | 81.44% |
June 30, 2020 | 81.44% |
May 31, 2020 | 81.44% |
April 30, 2020 | 81.44% |
March 31, 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
42.69%
Minimum
May 2019
81.44%
Maximum
Mar 2020
75.67%
Average
81.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
TC Energy Corp | 36.30% |
Topaz Energy Corp | -- |
Enbridge Inc | 39.46% |
Pembina Pipeline Corp | 68.76% |
Gibson Energy Inc | 54.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.95 |
Beta (5Y) | 1.833 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.79% |
Historical Sharpe Ratio (5Y) | -0.2879 |
Historical Sortino (5Y) | -0.3736 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.79% |