Energy Transfer LP (ET)
15.96
+0.13
(+0.82%)
USD |
NYSE |
May 17, 16:00
15.96
0.00 (0.00%)
After-Hours: 20:00
Energy Transfer Max Drawdown (5Y): 81.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.50% |
March 31, 2024 | 81.50% |
February 29, 2024 | 81.50% |
January 31, 2024 | 81.50% |
December 31, 2023 | 81.50% |
November 30, 2023 | 81.50% |
October 31, 2023 | 81.50% |
September 30, 2023 | 81.50% |
August 31, 2023 | 81.50% |
July 31, 2023 | 81.50% |
June 30, 2023 | 81.50% |
May 31, 2023 | 81.50% |
April 30, 2023 | 81.50% |
March 31, 2023 | 81.50% |
February 28, 2023 | 81.50% |
January 31, 2023 | 81.50% |
December 31, 2022 | 81.50% |
November 30, 2022 | 81.50% |
October 31, 2022 | 81.50% |
September 30, 2022 | 81.50% |
August 31, 2022 | 81.50% |
July 31, 2022 | 81.50% |
June 30, 2022 | 81.50% |
May 31, 2022 | 81.50% |
April 30, 2022 | 81.50% |
Date | Value |
---|---|
March 31, 2022 | 81.50% |
February 28, 2022 | 81.50% |
January 31, 2022 | 81.50% |
December 31, 2021 | 81.50% |
November 30, 2021 | 81.50% |
October 31, 2021 | 81.50% |
September 30, 2021 | 81.50% |
August 31, 2021 | 81.50% |
July 31, 2021 | 81.50% |
June 30, 2021 | 81.50% |
May 31, 2021 | 81.50% |
April 30, 2021 | 81.50% |
March 31, 2021 | 81.50% |
February 28, 2021 | 81.50% |
January 31, 2021 | 81.50% |
December 31, 2020 | 81.50% |
November 30, 2020 | 87.82% |
October 31, 2020 | 87.82% |
September 30, 2020 | 87.82% |
August 31, 2020 | 87.82% |
July 31, 2020 | 87.82% |
June 30, 2020 | 87.82% |
May 31, 2020 | 87.82% |
April 30, 2020 | 87.82% |
March 31, 2020 | 87.82% |
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
81.50%
Minimum
Dec 2020
87.82%
Maximum
May 2019
83.50%
Average
81.50%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Williams Companies Inc | 79.50% |
DT Midstream Inc | -- |
Cheniere Energy Inc | 61.27% |
Cheniere Energy Partners LP | 60.29% |
EnLink Midstream LLC | 95.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.598 |
Beta (5Y) | 1.637 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.42% |
Historical Sharpe Ratio (5Y) | 0.1902 |
Historical Sortino (5Y) | 0.2249 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.97% |