Keyera Corp (KEY.TO)
42.92
-0.04
(-0.09%)
CAD |
TSX |
Nov 04, 16:00
Keyera Max Drawdown (5Y): 71.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 71.33% |
August 31, 2024 | 71.33% |
July 31, 2024 | 71.33% |
June 30, 2024 | 71.33% |
May 31, 2024 | 71.33% |
April 30, 2024 | 71.33% |
March 31, 2024 | 71.33% |
February 29, 2024 | 71.33% |
January 31, 2024 | 71.33% |
December 31, 2023 | 71.33% |
November 30, 2023 | 71.33% |
October 31, 2023 | 71.33% |
September 30, 2023 | 71.33% |
August 31, 2023 | 71.33% |
July 31, 2023 | 71.33% |
June 30, 2023 | 71.33% |
May 31, 2023 | 71.33% |
April 30, 2023 | 71.33% |
March 31, 2023 | 71.33% |
February 28, 2023 | 71.33% |
January 31, 2023 | 71.33% |
December 31, 2022 | 71.33% |
November 30, 2022 | 71.33% |
October 31, 2022 | 71.33% |
September 30, 2022 | 71.33% |
Date | Value |
---|---|
August 31, 2022 | 71.33% |
July 31, 2022 | 71.33% |
June 30, 2022 | 71.33% |
May 31, 2022 | 71.33% |
April 30, 2022 | 71.33% |
March 31, 2022 | 71.33% |
February 28, 2022 | 71.33% |
January 31, 2022 | 71.33% |
December 31, 2021 | 71.33% |
November 30, 2021 | 71.33% |
October 31, 2021 | 71.33% |
September 30, 2021 | 71.33% |
August 31, 2021 | 71.33% |
July 31, 2021 | 71.33% |
June 30, 2021 | 71.33% |
May 31, 2021 | 71.33% |
April 30, 2021 | 71.33% |
March 31, 2021 | 71.33% |
February 28, 2021 | 71.33% |
January 31, 2021 | 71.33% |
December 31, 2020 | 71.33% |
November 30, 2020 | 71.33% |
October 31, 2020 | 71.33% |
September 30, 2020 | 71.33% |
August 31, 2020 | 71.33% |
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
41.09%
Minimum
Nov 2019
71.33%
Maximum
Mar 2020
69.28%
Average
71.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pembina Pipeline Corp | 68.76% |
AltaGas Ltd | 67.98% |
TC Energy Corp | 36.30% |
Gibson Energy Inc | 54.88% |
Enbridge Inc | 39.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.780 |
Beta (5Y) | 2.065 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.86% |
Historical Sharpe Ratio (5Y) | 0.2503 |
Historical Sortino (5Y) | 0.2457 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.63% |