Pembina Pipeline Corp. (PPL.TO)
67.82
+0.87
(+1.30%)
CAD |
TSX |
Sep 08, 16:00
Pembina Pipeline Max Drawdown (5Y) : 20.17% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 20.17% |
| July 31, 2026 | 20.17% |
| June 30, 2026 | 20.17% |
| May 31, 2026 | 21.49% |
| April 30, 2026 | 21.49% |
| March 31, 2026 | 25.11% |
| February 28, 2026 | 32.85% |
| January 31, 2026 | 33.93% |
| December 31, 2025 | 38.35% |
| November 30, 2025 | 39.27% |
| October 31, 2025 | 46.67% |
| September 30, 2025 | 46.67% |
| August 31, 2025 | 46.67% |
| July 31, 2025 | 46.67% |
| June 30, 2025 | 46.67% |
| May 31, 2025 | 46.67% |
| April 30, 2025 | 46.67% |
| March 31, 2025 | 53.21% |
| February 28, 2025 | 68.76% |
| January 31, 2025 | 68.76% |
| December 31, 2024 | 68.76% |
| November 30, 2024 | 68.76% |
| October 31, 2024 | 68.76% |
| September 30, 2024 | 68.76% |
| August 31, 2024 | 68.76% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 68.76% |
| August 31, 2022 | 68.76% |
| July 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sonoro Energy Ltd. | 96.88% |
| Kaymus Resources, Inc. | 85.00% |
| Jericho Energy Ventures, Inc. | -- |
| MCF Energy Ltd. | 98.68% |
| Columbus Energy Ltd. | 90.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.687 |
| Beta (5Y) | 0.6775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.31% |
| Historical Sharpe Ratio (5Y) | 0.7836 |
| Historical Sortino (5Y) | 1.312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.63% |