Enbridge Inc (ENB)
34.89
+0.99
(+2.92%)
USD |
NYSE |
Apr 19, 16:00
34.70
-0.19
(-0.54%)
After-Hours: 20:00
Enbridge Max Drawdown (5Y): 44.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 44.07% |
February 29, 2024 | 44.07% |
January 31, 2024 | 44.07% |
December 31, 2023 | 44.07% |
November 30, 2023 | 44.07% |
October 31, 2023 | 44.07% |
September 30, 2023 | 44.07% |
August 31, 2023 | 44.07% |
July 31, 2023 | 44.07% |
June 30, 2023 | 44.07% |
May 31, 2023 | 44.07% |
April 30, 2023 | 44.07% |
March 31, 2023 | 44.07% |
February 28, 2023 | 44.07% |
January 31, 2023 | 44.07% |
December 31, 2022 | 44.07% |
November 30, 2022 | 44.07% |
October 31, 2022 | 44.07% |
September 30, 2022 | 44.07% |
August 31, 2022 | 44.07% |
July 31, 2022 | 44.07% |
June 30, 2022 | 44.07% |
May 31, 2022 | 44.07% |
April 30, 2022 | 44.07% |
March 31, 2022 | 44.07% |
Date | Value |
---|---|
February 28, 2022 | 44.07% |
January 31, 2022 | 44.07% |
December 31, 2021 | 44.07% |
November 30, 2021 | 44.07% |
October 31, 2021 | 44.07% |
September 30, 2021 | 44.07% |
August 31, 2021 | 44.07% |
July 31, 2021 | 44.07% |
June 30, 2021 | 44.07% |
May 31, 2021 | 44.07% |
April 30, 2021 | 44.07% |
March 31, 2021 | 44.07% |
February 28, 2021 | 44.07% |
January 31, 2021 | 44.07% |
December 31, 2020 | 44.07% |
November 30, 2020 | 44.07% |
October 31, 2020 | 46.35% |
September 30, 2020 | 46.35% |
August 31, 2020 | 46.35% |
July 31, 2020 | 46.35% |
June 30, 2020 | 46.35% |
May 31, 2020 | 46.35% |
April 30, 2020 | 46.35% |
March 31, 2020 | 46.35% |
February 29, 2020 | 46.35% |
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
44.07%
Minimum
Nov 2020
46.35%
Maximum
Apr 2019
44.79%
Average
44.07%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Energy Transfer LP | 81.50% |
Enterprise Products Partners LP | 58.03% |
Oceaneering International Inc | 95.82% |
Exxon Mobil Corp | 61.33% |
Sunoco LP | 62.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.146 |
Beta (5Y) | 0.8577 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.62% |
Historical Sharpe Ratio (5Y) | 0.1971 |
Historical Sortino (5Y) | 0.2332 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |