Pembina Pipeline Corp (PPL.TO)
48.78
+0.15
(+0.31%)
CAD |
TSX |
Apr 25, 16:00
Pembina Pipeline Max Drawdown (5Y): 68.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 68.76% |
February 29, 2024 | 68.76% |
January 31, 2024 | 68.76% |
December 31, 2023 | 68.76% |
November 30, 2023 | 68.76% |
October 31, 2023 | 68.76% |
September 30, 2023 | 68.76% |
August 31, 2023 | 68.76% |
July 31, 2023 | 68.76% |
June 30, 2023 | 68.76% |
May 31, 2023 | 68.76% |
April 30, 2023 | 68.76% |
March 31, 2023 | 68.76% |
February 28, 2023 | 68.76% |
January 31, 2023 | 68.76% |
December 31, 2022 | 68.76% |
November 30, 2022 | 68.76% |
October 31, 2022 | 68.76% |
September 30, 2022 | 68.76% |
August 31, 2022 | 68.76% |
July 31, 2022 | 68.76% |
June 30, 2022 | 68.76% |
May 31, 2022 | 68.76% |
April 30, 2022 | 68.76% |
March 31, 2022 | 68.76% |
Date | Value |
---|---|
February 28, 2022 | 68.76% |
January 31, 2022 | 68.76% |
December 31, 2021 | 68.76% |
November 30, 2021 | 68.76% |
October 31, 2021 | 68.76% |
September 30, 2021 | 68.76% |
August 31, 2021 | 68.76% |
July 31, 2021 | 68.76% |
June 30, 2021 | 68.76% |
May 31, 2021 | 68.76% |
April 30, 2021 | 68.76% |
March 31, 2021 | 68.76% |
February 28, 2021 | 68.76% |
January 31, 2021 | 68.76% |
December 31, 2020 | 68.76% |
November 30, 2020 | 68.76% |
October 31, 2020 | 68.76% |
September 30, 2020 | 68.76% |
August 31, 2020 | 68.76% |
July 31, 2020 | 68.76% |
June 30, 2020 | 68.76% |
May 31, 2020 | 68.76% |
April 30, 2020 | 68.76% |
March 31, 2020 | 68.76% |
February 29, 2020 | 45.27% |
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
45.27%
Minimum
Apr 2019
68.76%
Maximum
Mar 2020
64.45%
Average
68.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Enbridge Inc | 39.46% |
Gibson Energy Inc | 54.88% |
Source Rock Royalties Ltd | -- |
TC Energy Corp | 36.30% |
ARC Resources Ltd | 86.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.552 |
Beta (5Y) | 1.483 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.32% |
Historical Sharpe Ratio (5Y) | 0.1148 |
Historical Sortino (5Y) | 0.1077 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.65% |