Brookfield Renewable Partners LP (BEP)
25.53
+0.55
(+2.20%)
USD |
NYSE |
Nov 21, 16:00
25.54
+0.01
(+0.04%)
Pre-Market: 20:00
Brookfield Renewable Partners Max Drawdown (5Y): 54.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.25% |
| September 30, 2024 | 54.25% |
| August 31, 2024 | 54.25% |
| July 31, 2024 | 54.25% |
| June 30, 2024 | 54.25% |
| May 31, 2024 | 54.25% |
| April 30, 2024 | 54.25% |
| March 31, 2024 | 54.25% |
| February 29, 2024 | 54.25% |
| January 31, 2024 | 54.25% |
| December 31, 2023 | 54.25% |
| November 30, 2023 | 54.25% |
| October 31, 2023 | 54.25% |
| September 30, 2023 | 51.08% |
| August 31, 2023 | 46.16% |
| July 31, 2023 | 46.16% |
| June 30, 2023 | 46.16% |
| May 31, 2023 | 46.16% |
| April 30, 2023 | 46.16% |
| March 31, 2023 | 46.16% |
| February 28, 2023 | 46.16% |
| January 31, 2023 | 46.16% |
| December 31, 2022 | 46.16% |
| November 30, 2022 | 45.30% |
| October 31, 2022 | 45.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.30% |
| August 31, 2022 | 45.30% |
| July 31, 2022 | 45.30% |
| June 30, 2022 | 45.30% |
| May 31, 2022 | 45.30% |
| April 30, 2022 | 45.30% |
| March 31, 2022 | 45.30% |
| February 28, 2022 | 45.30% |
| January 31, 2022 | 45.30% |
| December 31, 2021 | 45.30% |
| November 30, 2021 | 45.30% |
| October 31, 2021 | 45.30% |
| September 30, 2021 | 45.30% |
| August 31, 2021 | 45.30% |
| July 31, 2021 | 45.30% |
| June 30, 2021 | 45.30% |
| May 31, 2021 | 45.30% |
| April 30, 2021 | 45.30% |
| March 31, 2021 | 45.30% |
| February 28, 2021 | 45.30% |
| January 31, 2021 | 45.30% |
| December 31, 2020 | 45.30% |
| November 30, 2020 | 45.30% |
| October 31, 2020 | 45.30% |
| September 30, 2020 | 45.30% |
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
31.39%
Minimum
Nov 2019
54.25%
Maximum
Oct 2023
46.54%
Average
45.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NextEra Energy Inc | 44.99% |
| CMS Energy Corp | 29.55% |
| WEC Energy Group Inc | 32.31% |
| Clearway Energy Inc | 51.51% |
| Talen Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.334 |
| Beta (5Y) | 1.012 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.47% |
| Historical Sharpe Ratio (5Y) | 0.1296 |
| Historical Sortino (5Y) | 0.2169 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.53% |