Tortoise Energy Infrastructure Corp (TYG)
31.90
-0.04
(-0.14%)
USD |
NYSE |
Apr 24, 16:00
31.90
0.00 (0.00%)
After-Hours: 20:00
TYG Max Drawdown (5Y): 94.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 94.97% |
February 29, 2024 | 94.97% |
January 31, 2024 | 94.97% |
December 31, 2023 | 94.97% |
November 30, 2023 | 94.97% |
October 31, 2023 | 94.97% |
September 30, 2023 | 94.97% |
August 31, 2023 | 94.97% |
July 31, 2023 | 94.97% |
June 30, 2023 | 94.97% |
May 31, 2023 | 94.97% |
April 30, 2023 | 94.97% |
March 31, 2023 | 94.97% |
February 28, 2023 | 94.97% |
January 31, 2023 | 94.97% |
December 31, 2022 | 94.97% |
November 30, 2022 | 94.97% |
October 31, 2022 | 94.97% |
September 30, 2022 | 94.97% |
August 31, 2022 | 94.97% |
July 31, 2022 | 94.97% |
June 30, 2022 | 94.97% |
May 31, 2022 | 94.97% |
April 30, 2022 | 94.97% |
March 31, 2022 | 94.97% |
Date | Value |
---|---|
February 28, 2022 | 94.97% |
January 31, 2022 | 94.97% |
December 31, 2021 | 94.97% |
November 30, 2021 | 94.97% |
October 31, 2021 | 94.97% |
September 30, 2021 | 94.97% |
August 31, 2021 | 94.97% |
July 31, 2021 | 94.97% |
June 30, 2021 | 94.97% |
May 31, 2021 | 94.97% |
April 30, 2021 | 94.97% |
March 31, 2021 | 94.97% |
February 28, 2021 | 94.97% |
January 31, 2021 | 94.97% |
December 31, 2020 | 94.97% |
November 30, 2020 | 94.97% |
October 31, 2020 | 94.97% |
September 30, 2020 | 94.97% |
August 31, 2020 | 94.97% |
July 31, 2020 | 94.97% |
June 30, 2020 | 94.97% |
May 31, 2020 | 94.97% |
April 30, 2020 | 94.97% |
March 31, 2020 | 94.97% |
February 29, 2020 | 57.80% |
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
Apr 2019
94.97%
Maximum
Mar 2020
88.15%
Average
94.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.21 |
Beta (5Y) | 2.107 |
Alpha (vs YCharts Benchmark) (5Y) | -28.08 |
Beta (vs YCharts Benchmark) (5Y) | 1.264 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.19% |
Historical Sharpe Ratio (5Y) | -0.2763 |
Historical Sortino (5Y) | -0.273 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |