Enbridge Inc (ENB.TO)
56.76
+0.34
(+0.60%)
CAD |
TSX |
Nov 04, 16:00
Enbridge Max Drawdown (5Y): 39.46% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 39.46% |
| August 31, 2024 | 39.46% |
| July 31, 2024 | 39.46% |
| June 30, 2024 | 39.46% |
| May 31, 2024 | 39.46% |
| April 30, 2024 | 39.46% |
| March 31, 2024 | 39.46% |
| February 29, 2024 | 39.46% |
| January 31, 2024 | 39.46% |
| December 31, 2023 | 39.46% |
| November 30, 2023 | 39.46% |
| October 31, 2023 | 39.46% |
| September 30, 2023 | 39.46% |
| August 31, 2023 | 39.46% |
| July 31, 2023 | 39.46% |
| June 30, 2023 | 39.46% |
| May 31, 2023 | 39.46% |
| April 30, 2023 | 39.46% |
| March 31, 2023 | 39.46% |
| February 28, 2023 | 39.46% |
| January 31, 2023 | 39.46% |
| December 31, 2022 | 39.46% |
| November 30, 2022 | 39.46% |
| October 31, 2022 | 39.46% |
| September 30, 2022 | 39.46% |
| Date | Value |
|---|---|
| August 31, 2022 | 39.46% |
| July 31, 2022 | 39.46% |
| June 30, 2022 | 39.46% |
| May 31, 2022 | 39.46% |
| April 30, 2022 | 39.46% |
| March 31, 2022 | 39.46% |
| February 28, 2022 | 39.46% |
| January 31, 2022 | 39.46% |
| December 31, 2021 | 39.46% |
| November 30, 2021 | 39.46% |
| October 31, 2021 | 39.46% |
| September 30, 2021 | 39.46% |
| August 31, 2021 | 39.46% |
| July 31, 2021 | 39.46% |
| June 30, 2021 | 39.46% |
| May 31, 2021 | 39.46% |
| April 30, 2021 | 39.46% |
| March 31, 2021 | 39.46% |
| February 28, 2021 | 39.46% |
| January 31, 2021 | 39.46% |
| December 31, 2020 | 39.46% |
| November 30, 2020 | 39.46% |
| October 31, 2020 | 39.46% |
| September 30, 2020 | 39.46% |
| August 31, 2020 | 39.46% |
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
35.99%
Minimum
Nov 2019
39.46%
Maximum
Mar 2020
39.23%
Average
39.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Suncor Energy Inc | 70.76% |
| TC Energy Corp | 36.30% |
| AltaGas Ltd | 67.98% |
| Pembina Pipeline Corp | 68.76% |
| Gibson Energy Inc | 54.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.1196 |
| Beta (5Y) | 0.9738 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.88% |
| Historical Sharpe Ratio (5Y) | 0.388 |
| Historical Sortino (5Y) | 0.4454 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.69% |