Pembina Pipeline Corp (PBA)
36.94
-0.16
(-0.43%)
USD |
NYSE |
May 17, 16:00
36.94
0.00 (0.00%)
After-Hours: 20:00
Pembina Pipeline Max Drawdown (5Y): 70.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.87% |
| March 31, 2024 | 70.87% |
| February 29, 2024 | 70.87% |
| January 31, 2024 | 70.87% |
| December 31, 2023 | 70.87% |
| November 30, 2023 | 70.87% |
| October 31, 2023 | 70.87% |
| September 30, 2023 | 70.87% |
| August 31, 2023 | 70.87% |
| July 31, 2023 | 70.87% |
| June 30, 2023 | 70.87% |
| May 31, 2023 | 70.87% |
| April 30, 2023 | 70.87% |
| March 31, 2023 | 70.87% |
| February 28, 2023 | 70.87% |
| January 31, 2023 | 70.87% |
| December 31, 2022 | 70.87% |
| November 30, 2022 | 70.87% |
| October 31, 2022 | 70.87% |
| September 30, 2022 | 70.87% |
| August 31, 2022 | 70.87% |
| July 31, 2022 | 70.87% |
| June 30, 2022 | 70.87% |
| May 31, 2022 | 70.87% |
| April 30, 2022 | 70.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.87% |
| February 28, 2022 | 70.87% |
| January 31, 2022 | 70.87% |
| December 31, 2021 | 70.87% |
| November 30, 2021 | 70.87% |
| October 31, 2021 | 70.87% |
| September 30, 2021 | 70.87% |
| August 31, 2021 | 70.87% |
| July 31, 2021 | 70.87% |
| June 30, 2021 | 70.87% |
| May 31, 2021 | 70.87% |
| April 30, 2021 | 70.87% |
| March 31, 2021 | 70.87% |
| February 28, 2021 | 70.87% |
| January 31, 2021 | 70.87% |
| December 31, 2020 | 70.87% |
| November 30, 2020 | 70.87% |
| October 31, 2020 | 70.87% |
| September 30, 2020 | 70.87% |
| August 31, 2020 | 70.87% |
| July 31, 2020 | 70.87% |
| June 30, 2020 | 70.87% |
| May 31, 2020 | 70.87% |
| April 30, 2020 | 70.87% |
| March 31, 2020 | 70.87% |
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
58.40%
Minimum
May 2019
70.87%
Maximum
Mar 2020
68.79%
Average
70.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BP Prudhoe Bay Royalty Trust | 95.69% |
| Genesis Energy LP | 90.81% |
| Marine Petroleum Trust | 85.28% |
| NGL Energy Partners LP | 91.98% |
| Plains GP Holdings LP | 97.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.471 |
| Beta (5Y) | 1.201 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.46% |
| Historical Sharpe Ratio (5Y) | 0.1074 |
| Historical Sortino (5Y) | 0.1064 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |