Enbridge Inc (ENB)
36.40
+0.81
(+2.28%)
USD |
NYSE |
May 02, 15:04
Enbridge Max Drawdown (5Y): 44.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.07% |
March 31, 2024 | 44.07% |
February 29, 2024 | 44.07% |
January 31, 2024 | 44.07% |
December 31, 2023 | 44.07% |
November 30, 2023 | 44.07% |
October 31, 2023 | 44.07% |
September 30, 2023 | 44.07% |
August 31, 2023 | 44.07% |
July 31, 2023 | 44.07% |
June 30, 2023 | 44.07% |
May 31, 2023 | 44.07% |
April 30, 2023 | 44.07% |
March 31, 2023 | 44.07% |
February 28, 2023 | 44.07% |
January 31, 2023 | 44.07% |
December 31, 2022 | 44.07% |
November 30, 2022 | 44.07% |
October 31, 2022 | 44.07% |
September 30, 2022 | 44.07% |
August 31, 2022 | 44.07% |
July 31, 2022 | 44.07% |
June 30, 2022 | 44.07% |
May 31, 2022 | 44.07% |
April 30, 2022 | 44.07% |
Date | Value |
---|---|
March 31, 2022 | 44.07% |
February 28, 2022 | 44.07% |
January 31, 2022 | 44.07% |
December 31, 2021 | 44.07% |
November 30, 2021 | 44.07% |
October 31, 2021 | 44.07% |
September 30, 2021 | 44.07% |
August 31, 2021 | 44.07% |
July 31, 2021 | 44.07% |
June 30, 2021 | 44.07% |
May 31, 2021 | 44.07% |
April 30, 2021 | 44.07% |
March 31, 2021 | 44.07% |
February 28, 2021 | 44.07% |
January 31, 2021 | 44.07% |
December 31, 2020 | 44.07% |
November 30, 2020 | 44.07% |
October 31, 2020 | 46.35% |
September 30, 2020 | 46.35% |
August 31, 2020 | 46.35% |
July 31, 2020 | 46.35% |
June 30, 2020 | 46.35% |
May 31, 2020 | 46.35% |
April 30, 2020 | 46.35% |
March 31, 2020 | 46.35% |
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
44.07%
Minimum
Nov 2020
46.35%
Maximum
May 2019
44.75%
Average
44.07%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Energy Transfer LP | 81.50% |
Golar LNG Ltd | 90.08% |
Plains All American Pipeline LP | 90.18% |
Exxon Mobil Corp | 61.33% |
Chevron Corp | 55.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.288 |
Beta (5Y) | 0.8533 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.54% |
Historical Sharpe Ratio (5Y) | 0.1653 |
Historical Sortino (5Y) | 0.1932 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |