Brookfield Renewable Partners LP (BEP.UN.TO)
32.21
+3.31
(+11.45%)
CAD |
TSX |
May 01, 16:00
Brookfield Renewable Partners Max Drawdown (5Y): 51.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.15% |
| March 31, 2024 | 51.15% |
| February 29, 2024 | 51.15% |
| January 31, 2024 | 51.15% |
| December 31, 2023 | 51.15% |
| November 30, 2023 | 51.15% |
| October 31, 2023 | 51.15% |
| September 30, 2023 | 48.29% |
| August 31, 2023 | 42.30% |
| July 31, 2023 | 42.30% |
| June 30, 2023 | 42.30% |
| May 31, 2023 | 42.30% |
| April 30, 2023 | 42.30% |
| March 31, 2023 | 42.30% |
| February 28, 2023 | 42.30% |
| January 31, 2023 | 42.30% |
| December 31, 2022 | 42.30% |
| November 30, 2022 | 41.03% |
| October 31, 2022 | 41.03% |
| September 30, 2022 | 41.03% |
| August 31, 2022 | 41.03% |
| July 31, 2022 | 41.03% |
| June 30, 2022 | 41.03% |
| May 31, 2022 | 41.03% |
| April 30, 2022 | 41.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.03% |
| February 28, 2022 | 41.03% |
| January 31, 2022 | 41.03% |
| December 31, 2021 | 41.03% |
| November 30, 2021 | 41.03% |
| October 31, 2021 | 41.03% |
| September 30, 2021 | 41.03% |
| August 31, 2021 | 41.03% |
| July 31, 2021 | 41.03% |
| June 30, 2021 | 41.03% |
| May 31, 2021 | 41.03% |
| April 30, 2021 | 41.03% |
| March 31, 2021 | 41.03% |
| February 28, 2021 | 41.03% |
| January 31, 2021 | 41.03% |
| December 31, 2020 | 41.03% |
| November 30, 2020 | 41.03% |
| October 31, 2020 | 41.03% |
| September 30, 2020 | 41.03% |
| August 31, 2020 | 41.03% |
| July 31, 2020 | 41.03% |
| June 30, 2020 | 41.03% |
| May 31, 2020 | 41.03% |
| April 30, 2020 | 41.03% |
| March 31, 2020 | 41.03% |
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
20.48%
Minimum
May 2019
51.15%
Maximum
Oct 2023
39.10%
Average
41.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Brookfield Renewable Corp | -- |
| Brookfield Infrastructure Partners LP | 47.15% |
| Algonquin Power & Utilities Corp | 64.39% |
| Innergex Renewable Energy Inc | 74.53% |
| TransAlta Corp | 50.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.994 |
| Beta (5Y) | 0.8278 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.90% |
| Historical Sharpe Ratio (5Y) | 0.2433 |
| Historical Sortino (5Y) | 0.3884 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |