Brookfield Infrastructure Partners LP (BIP)
27.36
-0.37
(-1.33%)
USD |
NYSE |
Apr 25, 16:00
27.94
+0.58
(+2.12%)
Pre-Market: 08:44
Brookfield Infrastructure Partners Max Drawdown (5Y): 51.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 51.26% |
February 29, 2024 | 51.26% |
January 31, 2024 | 51.26% |
December 31, 2023 | 51.26% |
November 30, 2023 | 51.26% |
October 31, 2023 | 51.26% |
September 30, 2023 | 51.26% |
August 31, 2023 | 51.26% |
July 31, 2023 | 51.26% |
June 30, 2023 | 51.26% |
May 31, 2023 | 51.26% |
April 30, 2023 | 51.26% |
March 31, 2023 | 51.26% |
February 28, 2023 | 51.26% |
January 31, 2023 | 51.26% |
December 31, 2022 | 51.26% |
November 30, 2022 | 51.26% |
October 31, 2022 | 51.26% |
September 30, 2022 | 51.26% |
August 31, 2022 | 51.26% |
July 31, 2022 | 51.26% |
June 30, 2022 | 51.26% |
May 31, 2022 | 51.26% |
April 30, 2022 | 51.26% |
March 31, 2022 | 51.26% |
Date | Value |
---|---|
February 28, 2022 | 51.26% |
January 31, 2022 | 51.26% |
December 31, 2021 | 51.26% |
November 30, 2021 | 51.26% |
October 31, 2021 | 51.26% |
September 30, 2021 | 51.26% |
August 31, 2021 | 51.26% |
July 31, 2021 | 51.26% |
June 30, 2021 | 51.26% |
May 31, 2021 | 51.26% |
April 30, 2021 | 51.26% |
March 31, 2021 | 51.26% |
February 28, 2021 | 51.26% |
January 31, 2021 | 51.26% |
December 31, 2020 | 51.26% |
November 30, 2020 | 51.26% |
October 31, 2020 | 51.26% |
September 30, 2020 | 51.26% |
August 31, 2020 | 51.26% |
July 31, 2020 | 51.26% |
June 30, 2020 | 51.26% |
May 31, 2020 | 51.26% |
April 30, 2020 | 51.26% |
March 31, 2020 | 51.26% |
February 29, 2020 | 28.10% |
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
28.10%
Minimum
Apr 2019
51.26%
Maximum
Mar 2020
47.01%
Average
51.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hawaiian Electric Industries Inc | 79.10% |
Montauk Renewables Inc | -- |
NextEra Energy Partners LP | 74.47% |
NextEra Energy Inc | 44.99% |
The York Water Co | 31.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.545 |
Beta (5Y) | 0.9626 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.49% |
Historical Sharpe Ratio (5Y) | 0.238 |
Historical Sortino (5Y) | 0.271 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.19% |