Brookfield Infrastructure Partners LP (BIP.UN.TO)
48.57
+0.29
(+0.60%)
CAD |
TSX |
Nov 14, 10:28
Brookfield Infrastructure Partners Max Drawdown (5Y): 47.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.15% |
| September 30, 2024 | 47.15% |
| August 31, 2024 | 47.15% |
| July 31, 2024 | 47.15% |
| June 30, 2024 | 47.15% |
| May 31, 2024 | 47.15% |
| April 30, 2024 | 47.15% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
47.15%
Maximum
Mar 2020
45.30%
Average
47.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Brookfield Renewable Partners LP | 50.61% |
| Brookfield Infrastructure Corp | -- |
| Boralex Inc | 51.44% |
| Innergex Renewable Energy Inc | 74.53% |
| TransAlta Corp | 50.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.934 |
| Beta (5Y) | 1.197 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.69% |
| Historical Sharpe Ratio (5Y) | 0.2171 |
| Historical Sortino (5Y) | 0.2736 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |