Pembina Pipeline Corp (PPL.TO)
58.43
+0.36
(+0.62%)
CAD |
TSX |
Nov 04, 16:00
Pembina Pipeline Max Drawdown (5Y): 68.76% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 68.76% |
| Date | Value |
|---|---|
| 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% |
| August 31, 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
67.17%
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) | -6.303 |
| Beta (5Y) | 1.488 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.30% |
| Historical Sharpe Ratio (5Y) | 0.2056 |
| Historical Sortino (5Y) | 0.1844 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.65% |