Pembina Pipeline Corp (PBA)
35.49
+0.39
(+1.11%)
USD |
NYSE |
Apr 23, 16:00
35.50
+0.01
(+0.03%)
Pre-Market: 20:00
Pembina Pipeline Max Drawdown (5Y): 70.87% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 70.87% |
February 29, 2024 | 70.87% |
January 31, 2024 | 70.87% |
December 31, 2023 | 70.87% |
November 30, 2023 | 70.87% |
October 31, 2023 | 70.87% |
September 30, 2023 | 70.87% |
August 31, 2023 | 70.87% |
July 31, 2023 | 70.87% |
June 30, 2023 | 70.87% |
May 31, 2023 | 70.87% |
April 30, 2023 | 70.87% |
March 31, 2023 | 70.87% |
February 28, 2023 | 70.87% |
January 31, 2023 | 70.87% |
December 31, 2022 | 70.87% |
November 30, 2022 | 70.87% |
October 31, 2022 | 70.87% |
September 30, 2022 | 70.87% |
August 31, 2022 | 70.87% |
July 31, 2022 | 70.87% |
June 30, 2022 | 70.87% |
May 31, 2022 | 70.87% |
April 30, 2022 | 70.87% |
March 31, 2022 | 70.87% |
Date | Value |
---|---|
February 28, 2022 | 70.87% |
January 31, 2022 | 70.87% |
December 31, 2021 | 70.87% |
November 30, 2021 | 70.87% |
October 31, 2021 | 70.87% |
September 30, 2021 | 70.87% |
August 31, 2021 | 70.87% |
July 31, 2021 | 70.87% |
June 30, 2021 | 70.87% |
May 31, 2021 | 70.87% |
April 30, 2021 | 70.87% |
March 31, 2021 | 70.87% |
February 28, 2021 | 70.87% |
January 31, 2021 | 70.87% |
December 31, 2020 | 70.87% |
November 30, 2020 | 70.87% |
October 31, 2020 | 70.87% |
September 30, 2020 | 70.87% |
August 31, 2020 | 70.87% |
July 31, 2020 | 70.87% |
June 30, 2020 | 70.87% |
May 31, 2020 | 70.87% |
April 30, 2020 | 70.87% |
March 31, 2020 | 70.87% |
February 29, 2020 | 58.40% |
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
58.40%
Minimum
Apr 2019
70.87%
Maximum
Mar 2020
68.58%
Average
70.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BP Prudhoe Bay Royalty Trust | 95.69% |
Genesis Energy LP | 90.81% |
Marine Petroleum Trust | 85.28% |
NGL Energy Partners LP | 91.98% |
Plains GP Holdings LP | 97.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.19 |
Beta (5Y) | 1.206 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.46% |
Historical Sharpe Ratio (5Y) | 0.0973 |
Historical Sortino (5Y) | 0.096 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |