Brookfield Infrastructure Partners LP (BIP.UN.TO)
35.38
+0.17
(+0.48%)
CAD |
TSX |
Apr 18, 10:30
Brookfield Infrastructure Partners Max Drawdown (5Y): 47.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.15% |
February 29, 2024 | 47.15% |
January 31, 2024 | 47.15% |
December 31, 2023 | 47.15% |
November 30, 2023 | 47.15% |
October 31, 2023 | 47.15% |
September 30, 2023 | 47.15% |
August 31, 2023 | 47.15% |
July 31, 2023 | 47.15% |
June 30, 2023 | 47.15% |
May 31, 2023 | 47.15% |
April 30, 2023 | 47.15% |
March 31, 2023 | 47.15% |
February 28, 2023 | 47.15% |
January 31, 2023 | 47.15% |
December 31, 2022 | 47.15% |
November 30, 2022 | 47.15% |
October 31, 2022 | 47.15% |
September 30, 2022 | 47.15% |
August 31, 2022 | 47.15% |
July 31, 2022 | 47.15% |
June 30, 2022 | 47.15% |
May 31, 2022 | 47.15% |
April 30, 2022 | 47.15% |
March 31, 2022 | 47.15% |
Date | Value |
---|---|
February 28, 2022 | 47.15% |
January 31, 2022 | 47.15% |
December 31, 2021 | 47.15% |
November 30, 2021 | 47.15% |
October 31, 2021 | 47.15% |
September 30, 2021 | 47.15% |
August 31, 2021 | 47.15% |
July 31, 2021 | 47.15% |
June 30, 2021 | 47.15% |
May 31, 2021 | 47.15% |
April 30, 2021 | 47.15% |
March 31, 2021 | 47.15% |
February 28, 2021 | 47.15% |
January 31, 2021 | 47.15% |
December 31, 2020 | 47.15% |
November 30, 2020 | 47.15% |
October 31, 2020 | 47.15% |
September 30, 2020 | 47.15% |
August 31, 2020 | 47.15% |
July 31, 2020 | 47.15% |
June 30, 2020 | 47.15% |
May 31, 2020 | 47.15% |
April 30, 2020 | 47.15% |
March 31, 2020 | 47.15% |
February 29, 2020 | 19.41% |
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
19.41%
Minimum
Apr 2019
47.15%
Maximum
Mar 2020
42.07%
Average
47.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brookfield Infrastructure Corp | -- |
Brookfield Renewable Partners LP | 51.15% |
Fortis Inc | 28.27% |
Capital Power Corp | 47.38% |
Hydro One Ltd | 27.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.751 |
Beta (5Y) | 1.066 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.51% |
Historical Sharpe Ratio (5Y) | 0.2696 |
Historical Sortino (5Y) | 0.3193 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.95% |