Energy Transfer LP (ET)
15.87
-0.03
(-0.19%)
USD |
NYSE |
Apr 24, 16:00
15.86
-0.01
(-0.06%)
Pre-Market: 20:00
Energy Transfer Max Drawdown (5Y): 81.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 81.50% |
| February 29, 2024 | 81.50% |
| January 31, 2024 | 81.50% |
| December 31, 2023 | 81.50% |
| November 30, 2023 | 81.50% |
| October 31, 2023 | 81.50% |
| September 30, 2023 | 81.50% |
| August 31, 2023 | 81.50% |
| July 31, 2023 | 81.50% |
| June 30, 2023 | 81.50% |
| May 31, 2023 | 81.50% |
| April 30, 2023 | 81.50% |
| March 31, 2023 | 81.50% |
| February 28, 2023 | 81.50% |
| January 31, 2023 | 81.50% |
| December 31, 2022 | 81.50% |
| November 30, 2022 | 81.50% |
| October 31, 2022 | 81.50% |
| September 30, 2022 | 81.50% |
| August 31, 2022 | 81.50% |
| July 31, 2022 | 81.50% |
| June 30, 2022 | 81.50% |
| May 31, 2022 | 81.50% |
| April 30, 2022 | 81.50% |
| March 31, 2022 | 81.50% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.50% |
| January 31, 2022 | 81.50% |
| December 31, 2021 | 81.50% |
| November 30, 2021 | 81.50% |
| October 31, 2021 | 81.50% |
| September 30, 2021 | 81.50% |
| August 31, 2021 | 81.50% |
| July 31, 2021 | 81.50% |
| June 30, 2021 | 81.50% |
| May 31, 2021 | 81.50% |
| April 30, 2021 | 81.50% |
| March 31, 2021 | 81.50% |
| February 28, 2021 | 81.50% |
| January 31, 2021 | 81.50% |
| December 31, 2020 | 81.50% |
| November 30, 2020 | 87.82% |
| October 31, 2020 | 87.82% |
| September 30, 2020 | 87.82% |
| August 31, 2020 | 87.82% |
| July 31, 2020 | 87.82% |
| June 30, 2020 | 87.82% |
| May 31, 2020 | 87.82% |
| April 30, 2020 | 87.82% |
| March 31, 2020 | 87.82% |
| February 29, 2020 | 87.82% |
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
81.50%
Minimum
Dec 2020
87.82%
Maximum
Apr 2019
83.61%
Average
81.50%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Williams Companies Inc | 79.50% |
| Cheniere Energy Inc | 61.27% |
| DT Midstream Inc | -- |
| Cheniere Energy Partners LP | 60.29% |
| EnLink Midstream LLC | 95.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.13 |
| Beta (5Y) | 1.644 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.50% |
| Historical Sharpe Ratio (5Y) | 0.1831 |
| Historical Sortino (5Y) | 0.2199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.97% |