Tortoise Energy Infras and Inc Ins (INFIX)
6.88
+0.07 (+1.03%)
USD |
Mar 27 2023
INFIX Max Drawdown (5Y): 62.99% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 62.99% |
January 31, 2023 | 62.99% |
December 31, 2022 | 62.99% |
November 30, 2022 | 62.99% |
October 31, 2022 | 62.99% |
September 30, 2022 | 62.99% |
August 31, 2022 | 62.99% |
July 31, 2022 | 62.99% |
June 30, 2022 | 62.99% |
May 31, 2022 | 62.99% |
April 30, 2022 | 62.99% |
March 31, 2022 | 62.99% |
February 28, 2022 | 62.99% |
January 31, 2022 | 62.99% |
December 31, 2021 | 62.99% |
November 30, 2021 | 62.99% |
October 31, 2021 | 62.99% |
September 30, 2021 | 62.99% |
August 31, 2021 | 62.99% |
July 31, 2021 | 62.99% |
June 30, 2021 | 62.99% |
May 31, 2021 | 62.99% |
April 30, 2021 | 62.99% |
March 31, 2021 | 62.99% |
February 28, 2021 | 62.99% |
Date | Value |
---|---|
January 31, 2021 | 62.99% |
December 31, 2020 | 62.99% |
November 30, 2020 | 62.99% |
October 31, 2020 | 62.99% |
September 30, 2020 | 62.99% |
August 31, 2020 | 62.99% |
July 31, 2020 | 62.99% |
June 30, 2020 | 62.99% |
May 31, 2020 | 62.99% |
April 30, 2020 | 62.99% |
March 31, 2020 | 62.99% |
February 29, 2020 | 55.14% |
January 31, 2020 | 55.14% |
December 31, 2019 | 55.14% |
November 30, 2019 | 55.14% |
October 31, 2019 | 55.14% |
September 30, 2019 | 55.14% |
August 31, 2019 | 55.14% |
July 31, 2019 | 55.14% |
June 30, 2019 | 55.14% |
May 31, 2019 | 55.14% |
April 30, 2019 | 55.14% |
March 31, 2019 | 55.14% |
February 28, 2019 | 55.14% |
January 31, 2019 | 55.14% |
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
55.14%
Minimum
Mar 2018
62.99%
Maximum
Mar 2020
59.85%
Average
62.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hennessy Midstream Institutional | 74.79% |
Invesco SteelPath MLP Alpha Y | 74.66% |
PGIM Jennison MLP Z | 68.43% |
Cohen & Steers MLP & Energy Opp I | 69.03% |
Goldman Sachs MLP Energy Infras Instl | 75.45% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.816 |
Beta (5Y) | 1.121 |
Alpha (vs YCharts Benchmark) (5Y) | -4.356 |
Beta (vs YCharts Benchmark) (5Y) | 0.6175 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.38% |
Historical Sharpe Ratio (5Y) | 0.3068 |
Historical Sortino (5Y) | 0.3179 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.53% |