Tortoise Energy Infrastructure Corp (TYG)
44.47
-0.48
(-1.07%)
USD |
NYSE |
Nov 25, 16:00
44.77
+0.30
(+0.67%)
Pre-Market: 20:00
TYG Max Drawdown (5Y): 95.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.15% |
| September 30, 2024 | 95.15% |
| August 31, 2024 | 95.15% |
| July 31, 2024 | 95.15% |
| June 30, 2024 | 95.15% |
| May 31, 2024 | 95.15% |
| April 30, 2024 | 95.15% |
| March 31, 2024 | 95.15% |
| February 29, 2024 | 95.15% |
| January 31, 2024 | 95.15% |
| December 31, 2023 | 95.15% |
| November 30, 2023 | 95.15% |
| October 31, 2023 | 95.15% |
| September 30, 2023 | 95.15% |
| August 31, 2023 | 95.15% |
| July 31, 2023 | 95.15% |
| June 30, 2023 | 95.15% |
| May 31, 2023 | 95.15% |
| April 30, 2023 | 95.15% |
| March 31, 2023 | 95.15% |
| February 28, 2023 | 95.15% |
| January 31, 2023 | 95.15% |
| December 31, 2022 | 95.15% |
| November 30, 2022 | 95.15% |
| October 31, 2022 | 95.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.15% |
| August 31, 2022 | 95.15% |
| July 31, 2022 | 95.15% |
| June 30, 2022 | 95.15% |
| May 31, 2022 | 95.15% |
| April 30, 2022 | 95.15% |
| March 31, 2022 | 95.15% |
| February 28, 2022 | 95.15% |
| January 31, 2022 | 95.15% |
| December 31, 2021 | 95.15% |
| November 30, 2021 | 95.15% |
| October 31, 2021 | 95.15% |
| September 30, 2021 | 95.15% |
| August 31, 2021 | 95.15% |
| July 31, 2021 | 95.15% |
| June 30, 2021 | 95.15% |
| May 31, 2021 | 95.15% |
| April 30, 2021 | 95.15% |
| March 31, 2021 | 95.15% |
| February 28, 2021 | 95.15% |
| January 31, 2021 | 95.15% |
| December 31, 2020 | 95.15% |
| November 30, 2020 | 95.15% |
| October 31, 2020 | 95.15% |
| September 30, 2020 | 95.15% |
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
57.80%
Minimum
Nov 2019
95.15%
Maximum
Mar 2020
92.66%
Average
95.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.55 |
| Beta (5Y) | 2.173 |
| Alpha (vs YCharts Benchmark) (5Y) | -22.03 |
| Beta (vs YCharts Benchmark) (5Y) | 1.283 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.08% |
| Historical Sharpe Ratio (5Y) | -0.1211 |
| Historical Sortino (5Y) | -0.1101 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |