Enbridge Inc (ENB)

41.37 +0.66 (+1.62%) USD  |  NYSE  |  Dec 20, 16:00
41.35 -0.02 (-0.05%) After-Hours: 20:00
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Enbridge Max Drawdown (5Y): 44.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -4.704
Beta (5Y) 0.9246
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.65%
Historical Sharpe Ratio (5Y) 0.298
Historical Sortino (5Y) 0.3495
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.16%