Pembina Pipeline Corp (PBA)
28.79
-0.42
(-1.44%)
USD |
NYSE |
Oct 03, 16:00
28.79
0.00 (0.00%)
After-Hours: 17:19
Pembina Pipeline Max Drawdown (5Y): 70.87% for Sept. 30, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 58.40% |
| December 31, 2019 | 58.40% |
| November 30, 2019 | 58.40% |
| October 31, 2019 | 58.40% |
| September 30, 2019 | 58.40% |
| August 31, 2019 | 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
Oct 2018
70.87%
Maximum
Mar 2020
67.34%
Average
70.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Strata Power Corp | 99.65% |
| FEC Resources Inc | 98.16% |
| Continental Energy Corp | 99.80% |
| Hammerhead Energy Inc | -- |
| Greenfire Resources Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.374 |
| Beta (5Y) | 1.265 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.07% |
| Historical Sharpe Ratio (5Y) | 0.2605 |
| Historical Sortino (5Y) | 0.2671 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |