Tortoise MLP & Pipeline A (TORTX)
13.21
+0.05 (+0.38%)
USD |
May 20 2022
TORTX Max Drawdown (5Y): 65.55% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2022 | 65.55% |
March 31, 2022 | 65.55% |
February 28, 2022 | 65.55% |
January 31, 2022 | 65.55% |
December 31, 2021 | 65.55% |
November 30, 2021 | 65.55% |
October 31, 2021 | 65.55% |
September 30, 2021 | 65.55% |
August 31, 2021 | 65.55% |
July 31, 2021 | 65.55% |
June 30, 2021 | 65.55% |
May 31, 2021 | 65.55% |
April 30, 2021 | 65.55% |
March 31, 2021 | 65.55% |
February 28, 2021 | 65.55% |
January 31, 2021 | 65.55% |
December 31, 2020 | 65.55% |
November 30, 2020 | 65.55% |
October 31, 2020 | 65.55% |
September 30, 2020 | 65.55% |
August 31, 2020 | 65.55% |
July 31, 2020 | 65.55% |
June 30, 2020 | 65.55% |
May 31, 2020 | 65.55% |
April 30, 2020 | 65.55% |
Date | Value |
---|---|
March 31, 2020 | 65.55% |
February 29, 2020 | 54.62% |
January 31, 2020 | 54.62% |
December 31, 2019 | 54.62% |
November 30, 2019 | 54.62% |
October 31, 2019 | 54.62% |
September 30, 2019 | 54.62% |
August 31, 2019 | 54.62% |
July 31, 2019 | 54.62% |
June 30, 2019 | 54.62% |
May 31, 2019 | 54.62% |
April 30, 2019 | 54.62% |
March 31, 2019 | 54.62% |
February 28, 2019 | 54.62% |
January 31, 2019 | 54.62% |
December 31, 2018 | 54.62% |
November 30, 2018 | 54.62% |
October 31, 2018 | 54.62% |
September 30, 2018 | 54.62% |
August 31, 2018 | 54.62% |
July 31, 2018 | 54.62% |
June 30, 2018 | 54.62% |
May 31, 2018 | 54.62% |
April 30, 2018 | 54.62% |
March 31, 2018 | 54.62% |
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
54.62%
Minimum
May 2017
65.55%
Maximum
Mar 2020
59.36%
Average
54.62%
Median
May 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.22 |
Beta (5Y) | 1.322 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.17% |
Historical Sharpe Ratio (5Y) | 0.2197 |
Historical Sortino (5Y) | 0.2337 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |