Gibson Energy Inc (GEI.TO)
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+0.65
(+2.79%)
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Nov 21, 16:00
23.93
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After-Hours: 16:00
Gibson Energy Max Drawdown (5Y): 54.88% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 54.88% |
| August 31, 2024 | 54.88% |
| July 31, 2024 | 54.88% |
| June 30, 2024 | 54.88% |
| May 31, 2024 | 54.88% |
| April 30, 2024 | 54.88% |
| March 31, 2024 | 54.88% |
| February 29, 2024 | 54.88% |
| January 31, 2024 | 54.88% |
| December 31, 2023 | 54.88% |
| November 30, 2023 | 54.88% |
| October 31, 2023 | 54.88% |
| September 30, 2023 | 54.88% |
| August 31, 2023 | 54.88% |
| July 31, 2023 | 54.88% |
| June 30, 2023 | 54.88% |
| May 31, 2023 | 54.88% |
| April 30, 2023 | 54.88% |
| March 31, 2023 | 54.88% |
| February 28, 2023 | 54.88% |
| January 31, 2023 | 54.88% |
| December 31, 2022 | 54.88% |
| November 30, 2022 | 54.88% |
| October 31, 2022 | 54.88% |
| September 30, 2022 | 54.88% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.88% |
| July 31, 2022 | 54.88% |
| June 30, 2022 | 54.88% |
| May 31, 2022 | 54.88% |
| April 30, 2022 | 54.88% |
| March 31, 2022 | 54.88% |
| February 28, 2022 | 54.88% |
| January 31, 2022 | 54.88% |
| December 31, 2021 | 54.88% |
| November 30, 2021 | 54.88% |
| October 31, 2021 | 54.88% |
| September 30, 2021 | 54.88% |
| August 31, 2021 | 54.88% |
| July 31, 2021 | 54.88% |
| June 30, 2021 | 54.88% |
| May 31, 2021 | 55.41% |
| April 30, 2021 | 56.41% |
| March 31, 2021 | 56.41% |
| February 28, 2021 | 56.41% |
| January 31, 2021 | 56.41% |
| December 31, 2020 | 56.41% |
| November 30, 2020 | 57.32% |
| October 31, 2020 | 63.53% |
| September 30, 2020 | 63.53% |
| August 31, 2020 | 63.53% |
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
54.88%
Minimum
Jun 2021
63.53%
Maximum
Nov 2019
56.82%
Average
54.88%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Pembina Pipeline Corp | 68.76% |
| Source Rock Royalties Ltd | -- |
| South Bow Corp | -- |
| AltaGas Ltd | 67.98% |
| TC Energy Corp | 36.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.480 |
| Beta (5Y) | 1.199 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.68% |
| Historical Sharpe Ratio (5Y) | 0.1343 |
| Historical Sortino (5Y) | 0.1492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.21% |