Pembina Pipeline Corp (PPL.TO)
60.31
+0.94
(+1.58%)
CAD |
TSX |
Nov 21, 16:00
Pembina Pipeline Max Drawdown (5Y): 68.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 68.76% |
September 30, 2024 | 68.76% |
August 31, 2024 | 68.76% |
July 31, 2024 | 68.76% |
June 30, 2024 | 68.76% |
May 31, 2024 | 68.76% |
April 30, 2024 | 68.76% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
68.76%
Maximum
Mar 2020
67.19%
Average
68.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gibson Energy Inc | 54.88% |
Source Rock Royalties Ltd | -- |
South Bow Corp | -- |
Veren Inc | 96.45% |
Keyera Corp | 71.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.610 |
Beta (5Y) | 1.480 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.37% |
Historical Sharpe Ratio (5Y) | 0.2676 |
Historical Sortino (5Y) | 0.239 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.65% |