Tortoise MLP & Pipeline Instl (TORIX)
13.06
+0.12 (+0.93%)
USD |
Aug 08 2022
TORIX Max Drawdown (5Y): 65.01% for July 31, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2022 | 65.01% |
June 30, 2022 | 65.01% |
May 31, 2022 | 65.01% |
April 30, 2022 | 65.01% |
March 31, 2022 | 65.01% |
February 28, 2022 | 65.01% |
January 31, 2022 | 65.01% |
December 31, 2021 | 65.01% |
November 30, 2021 | 65.01% |
October 31, 2021 | 65.01% |
September 30, 2021 | 65.01% |
August 31, 2021 | 65.01% |
July 31, 2021 | 65.01% |
June 30, 2021 | 65.01% |
May 31, 2021 | 65.01% |
April 30, 2021 | 65.01% |
March 31, 2021 | 65.01% |
February 28, 2021 | 65.01% |
January 31, 2021 | 65.01% |
December 31, 2020 | 65.01% |
November 30, 2020 | 65.01% |
October 31, 2020 | 65.01% |
September 30, 2020 | 65.01% |
August 31, 2020 | 65.01% |
July 31, 2020 | 65.01% |
Date | Value |
---|---|
June 30, 2020 | 65.01% |
May 31, 2020 | 65.01% |
April 30, 2020 | 65.01% |
March 31, 2020 | 65.01% |
February 29, 2020 | 54.44% |
January 31, 2020 | 54.44% |
December 31, 2019 | 54.44% |
November 30, 2019 | 54.44% |
October 31, 2019 | 54.44% |
September 30, 2019 | 54.44% |
August 31, 2019 | 54.44% |
July 31, 2019 | 54.44% |
June 30, 2019 | 54.44% |
May 31, 2019 | 54.44% |
April 30, 2019 | 54.44% |
March 31, 2019 | 54.44% |
February 28, 2019 | 54.44% |
January 31, 2019 | 54.44% |
December 31, 2018 | 54.44% |
November 30, 2018 | 54.44% |
October 31, 2018 | 54.44% |
September 30, 2018 | 54.44% |
August 31, 2018 | 54.44% |
July 31, 2018 | 54.44% |
June 30, 2018 | 54.44% |
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
54.44%
Minimum
Aug 2017
65.01%
Maximum
Mar 2020
59.54%
Average
54.44%
Median
Aug 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.694 |
Beta (5Y) | 1.335 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.70% |
Historical Sharpe Ratio (5Y) | 0.2515 |
Historical Sortino (5Y) | 0.2727 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.43% |