Brookfield Renewable Partners LP (BEP.UN.TO)
32.10
-0.45
(-1.38%)
CAD |
TSX |
Jan 09, 16:00
Brookfield Renewable Partners Max Drawdown (5Y): 50.61% for Dec. 31, 2024
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
Brookfield Renewable Corp | -- |
Brookfield Infrastructure Partners LP | 47.15% |
Boralex Inc | 51.44% |
Polaris Renewable Energy Inc | 64.39% |
Innergex Renewable Energy Inc | 74.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.776 |
Beta (5Y) | 0.9090 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.79% |
Historical Sharpe Ratio (5Y) | 0.0707 |
Historical Sortino (5Y) | 0.1246 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |