Gibson Energy Inc (GEI.TO)
22.75
-0.02
(-0.09%)
CAD |
TSX |
Apr 24, 16:00
Gibson Energy Max Drawdown (5Y): 54.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 63.53% |
June 30, 2020 | 63.53% |
May 31, 2020 | 63.53% |
April 30, 2020 | 63.53% |
March 31, 2020 | 63.53% |
February 29, 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
Apr 2019
57.80%
Average
54.88%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Pembina Pipeline Corp | 68.76% |
Source Rock Royalties Ltd | -- |
TC Energy Corp | 36.30% |
Enbridge Inc | 39.46% |
Tidewater Midstream and Infrastructure Ltd | 81.44% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.488 |
Beta (5Y) | 1.241 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.98% |
Historical Sharpe Ratio (5Y) | 0.1572 |
Historical Sortino (5Y) | 0.1741 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.21% |