Gibson Energy Inc (GEI.TO)

24.40 +0.06 (+0.25%) CAD  |  TSX  |  Dec 23, 11:35
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Gibson Energy Max Drawdown (5Y): 54.88% 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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Median

Max Drawdown (5Y) Benchmarks

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Pembina Pipeline Corp 68.76%
Source Rock Royalties Ltd --
South Bow Corp --
Keyera Corp 71.33%
Shoal Point Energy Ltd 97.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.048
Beta (5Y) 1.165
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.65%
Historical Sharpe Ratio (5Y) 0.1093
Historical Sortino (5Y) 0.1226
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.21%