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% |