Cheniere Energy Inc (LNG)
162.02
+1.59
(+0.99%)
USD |
NYSE |
Apr 19, 16:00
162.49
+0.47
(+0.29%)
After-Hours: 20:00
Cheniere Energy Max Drawdown (5Y): 61.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.27% |
| February 29, 2024 | 61.27% |
| January 31, 2024 | 61.27% |
| December 31, 2023 | 61.27% |
| November 30, 2023 | 61.27% |
| October 31, 2023 | 61.27% |
| September 30, 2023 | 61.27% |
| August 31, 2023 | 61.27% |
| July 31, 2023 | 61.27% |
| June 30, 2023 | 61.27% |
| May 31, 2023 | 61.27% |
| April 30, 2023 | 61.27% |
| March 31, 2023 | 61.27% |
| February 28, 2023 | 61.27% |
| January 31, 2023 | 61.27% |
| December 31, 2022 | 61.27% |
| November 30, 2022 | 61.27% |
| October 31, 2022 | 61.27% |
| September 30, 2022 | 61.27% |
| August 31, 2022 | 61.27% |
| July 31, 2022 | 61.27% |
| June 30, 2022 | 61.27% |
| May 31, 2022 | 61.27% |
| April 30, 2022 | 61.27% |
| March 31, 2022 | 61.27% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.27% |
| January 31, 2022 | 61.27% |
| December 31, 2021 | 61.27% |
| November 30, 2021 | 61.27% |
| October 31, 2021 | 61.27% |
| September 30, 2021 | 61.27% |
| August 31, 2021 | 61.27% |
| July 31, 2021 | 61.27% |
| June 30, 2021 | 61.27% |
| May 31, 2021 | 61.27% |
| April 30, 2021 | 61.27% |
| March 31, 2021 | 61.52% |
| February 28, 2021 | 61.96% |
| January 31, 2021 | 61.96% |
| December 31, 2020 | 61.96% |
| November 30, 2020 | 72.00% |
| October 31, 2020 | 72.00% |
| September 30, 2020 | 72.00% |
| August 31, 2020 | 72.00% |
| July 31, 2020 | 72.00% |
| June 30, 2020 | 72.00% |
| May 31, 2020 | 72.00% |
| April 30, 2020 | 72.00% |
| March 31, 2020 | 72.00% |
| February 29, 2020 | 72.00% |
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
61.27%
Minimum
Apr 2021
72.00%
Maximum
Apr 2019
64.89%
Average
61.27%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Cheniere Energy Partners LP | 60.29% |
| Energy Transfer LP | 81.50% |
| Williams Companies Inc | 79.50% |
| EnLink Midstream LLC | 95.98% |
| Chesapeake Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.131 |
| Beta (5Y) | 0.9362 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.81% |
| Historical Sharpe Ratio (5Y) | 0.5289 |
| Historical Sortino (5Y) | 0.6798 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.61% |