Brookfield Infrastructure Partners LP (BIP)
34.86
+0.67
(+1.96%)
USD |
NYSE |
Nov 21, 16:00
34.85
-0.01
(-0.03%)
Pre-Market: 20:00
Brookfield Infrastructure Partners Max Drawdown (5Y): 51.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.26% |
| September 30, 2024 | 51.26% |
| August 31, 2024 | 51.26% |
| July 31, 2024 | 51.26% |
| June 30, 2024 | 51.26% |
| May 31, 2024 | 51.26% |
| April 30, 2024 | 51.26% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
51.26%
Maximum
Mar 2020
49.71%
Average
51.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hawaiian Electric Industries Inc | 83.26% |
| Montauk Renewables Inc | -- |
| American Electric Power Co Inc | 32.91% |
| Clearway Energy Inc | 51.51% |
| NextEra Energy Partners LP | 74.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.006 |
| Beta (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.72% |
| Historical Sharpe Ratio (5Y) | 0.1555 |
| Historical Sortino (5Y) | 0.189 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.26% |