Tortoise MLP & Energy Income A (INFRX)
7.91
+0.05 (+0.64%)
USD |
Aug 12 2022
INFRX Max Drawdown (5Y): 63.47% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2022 | 63.47% |
| June 30, 2022 | 63.47% |
| May 31, 2022 | 63.47% |
| April 30, 2022 | 63.47% |
| March 31, 2022 | 63.47% |
| February 28, 2022 | 63.47% |
| January 31, 2022 | 63.47% |
| December 31, 2021 | 63.47% |
| November 30, 2021 | 63.47% |
| October 31, 2021 | 63.47% |
| September 30, 2021 | 63.47% |
| August 31, 2021 | 63.47% |
| July 31, 2021 | 63.47% |
| June 30, 2021 | 63.47% |
| May 31, 2021 | 63.47% |
| April 30, 2021 | 63.47% |
| March 31, 2021 | 63.47% |
| February 28, 2021 | 63.47% |
| January 31, 2021 | 63.47% |
| December 31, 2020 | 63.47% |
| November 30, 2020 | 63.47% |
| October 31, 2020 | 63.47% |
| September 30, 2020 | 63.47% |
| August 31, 2020 | 63.47% |
| July 31, 2020 | 63.47% |
| Date | Value |
|---|---|
| June 30, 2020 | 63.47% |
| May 31, 2020 | 63.47% |
| April 30, 2020 | 63.47% |
| March 31, 2020 | 63.47% |
| February 29, 2020 | 55.32% |
| January 31, 2020 | 55.32% |
| December 31, 2019 | 55.32% |
| November 30, 2019 | 55.32% |
| October 31, 2019 | 55.32% |
| September 30, 2019 | 55.32% |
| August 31, 2019 | 55.32% |
| July 31, 2019 | 55.32% |
| June 30, 2019 | 55.32% |
| May 31, 2019 | 55.32% |
| April 30, 2019 | 55.32% |
| March 31, 2019 | 55.32% |
| February 28, 2019 | 55.32% |
| January 31, 2019 | 55.32% |
| December 31, 2018 | 55.32% |
| November 30, 2018 | 55.32% |
| October 31, 2018 | 55.32% |
| September 30, 2018 | 55.32% |
| August 31, 2018 | 55.32% |
| July 31, 2018 | 55.32% |
| June 30, 2018 | 55.32% |
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
55.32%
Minimum
Aug 2017
63.47%
Maximum
Mar 2020
59.26%
Average
55.32%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
| Hennessy Midstream Investor | 75.07% |
| Invesco SteelPath MLP Alpha Plus A | 87.00% |
| PGIM Jennison MLP A | 68.81% |
| Cohen & Steers MLP & Energy Opp A | 69.59% |
| MainGate MLP A | 75.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.338 |
| Beta (5Y) | 1.194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.04% |
| Historical Sharpe Ratio (5Y) | 0.2505 |
| Historical Sortino (5Y) | 0.264 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.31% |