Enterprise Products Partners LP (EPD)
29.13
+0.31
(+1.08%)
USD |
NYSE |
Nov 04, 16:00
29.15
+0.02
(+0.07%)
Pre-Market: 09:05
Enterprise Products Partners Max Drawdown (5Y): 58.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.03% |
| September 30, 2024 | 58.03% |
| August 31, 2024 | 58.03% |
| July 31, 2024 | 58.03% |
| June 30, 2024 | 58.03% |
| May 31, 2024 | 58.03% |
| April 30, 2024 | 58.03% |
| March 31, 2024 | 58.03% |
| February 29, 2024 | 58.03% |
| January 31, 2024 | 58.03% |
| December 31, 2023 | 58.03% |
| November 30, 2023 | 58.03% |
| October 31, 2023 | 58.03% |
| September 30, 2023 | 58.03% |
| August 31, 2023 | 58.03% |
| July 31, 2023 | 58.03% |
| June 30, 2023 | 58.03% |
| May 31, 2023 | 58.03% |
| April 30, 2023 | 58.03% |
| March 31, 2023 | 58.03% |
| February 28, 2023 | 58.03% |
| January 31, 2023 | 58.03% |
| December 31, 2022 | 58.03% |
| November 30, 2022 | 58.03% |
| October 31, 2022 | 58.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.03% |
| August 31, 2022 | 58.03% |
| July 31, 2022 | 58.03% |
| June 30, 2022 | 58.03% |
| May 31, 2022 | 58.03% |
| April 30, 2022 | 58.03% |
| March 31, 2022 | 58.03% |
| February 28, 2022 | 58.03% |
| January 31, 2022 | 58.03% |
| December 31, 2021 | 58.03% |
| November 30, 2021 | 58.03% |
| October 31, 2021 | 58.03% |
| September 30, 2021 | 58.03% |
| August 31, 2021 | 58.03% |
| July 31, 2021 | 58.03% |
| June 30, 2021 | 58.03% |
| May 31, 2021 | 58.03% |
| April 30, 2021 | 58.03% |
| March 31, 2021 | 58.03% |
| February 28, 2021 | 58.03% |
| January 31, 2021 | 58.03% |
| December 31, 2020 | 58.03% |
| November 30, 2020 | 58.03% |
| October 31, 2020 | 58.03% |
| September 30, 2020 | 58.03% |
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
48.34%
Minimum
Nov 2019
58.03%
Maximum
Mar 2020
57.39%
Average
58.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Devon Energy Corp | 91.39% |
| Chevron Corp | 55.77% |
| SM Energy Co | 98.05% |
| Kinder Morgan Inc | 71.82% |
| Ovintiv Inc | 96.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.468 |
| Beta (5Y) | 1.036 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.27% |
| Historical Sharpe Ratio (5Y) | 0.2612 |
| Historical Sortino (5Y) | 0.2622 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.49% |