Enterprise Products Partners LP (EPD)

30.99 +0.46 (+1.51%) USD  |  NYSE  |  Dec 20, 16:00
31.02 +0.03 (+0.10%) Pre-Market: 20:00
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Enterprise Products Partners Max Drawdown (5Y): 58.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Kinder Morgan Inc 72.71%
Chevron Corp 55.77%
Occidental Petroleum Corp 88.01%
Devon Energy Corp 91.58%
VAALCO Energy Inc 78.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.686
Beta (5Y) 1.079
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.50%
Historical Sharpe Ratio (5Y) 0.3846
Historical Sortino (5Y) 0.386
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.49%