Enbridge Inc (ENB)
43.49
+0.70
(+1.64%)
USD |
NYSE |
Nov 21, 16:00
43.19
-0.30
(-0.69%)
Pre-Market: 04:25
Enbridge Max Drawdown (5Y): 44.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.07% |
| September 30, 2024 | 44.07% |
| August 31, 2024 | 44.07% |
| July 31, 2024 | 44.07% |
| June 30, 2024 | 44.07% |
| May 31, 2024 | 44.07% |
| April 30, 2024 | 44.07% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 46.35% |
| November 30, 2020 | 46.35% |
| October 31, 2020 | 46.35% |
| September 30, 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
Jan 2021
46.35%
Maximum
Nov 2019
44.60%
Average
44.07%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Williams Companies Inc | 79.50% |
| Enterprise Products Partners LP | 58.03% |
| Kinder Morgan Inc | 72.71% |
| Kinetik Holdings Inc | 95.36% |
| Golar LNG Ltd | 90.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.793 |
| Beta (5Y) | 0.9177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.62% |
| Historical Sharpe Ratio (5Y) | 0.2752 |
| Historical Sortino (5Y) | 0.3221 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.16% |