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Brookfield Infrastructure Partners LP

BIP_pa
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16.740USD
+0.020+0.12%
Close 06/18, 16:00ETQuotes delayed by 15 min
17.27BMarket Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.68
VaR
+2.34%
240-Day Maximum Drawdown
+10.30%
240-Day Volatility
+16.81%

Return

Best Daily Return
60 days
+3.20%
120 days
+3.20%
5 years
+6.97%
Worst Daily Return
60 days
-4.32%
120 days
-4.71%
5 years
-5.25%
Sharpe Ratio
60 days
-0.48
120 days
-0.05
5 years
-0.08

Risk Assessment

Maximum Drawdown
240 days
+10.30%
3 years
+100.00%
5 years
+100.00%
Return-to-Drawdown Ratio
240 days
-0.14
3 years
-0.01
5 years
-0.07
Skewness
240 days
-1.00
3 years
-0.12
5 years
+0.21

Volatility

Realised Volatility
240 days
+16.81%
5 years
--
Standardised True Range
240 days
+1.37%
5 years
+2.28%
Downside Risk-Adjusted Return
120 days
-5.84%
240 days
-5.84%
Maximum Daily Upside Volatility
60 days
+13.65%
Maximum Daily Downside Volatility
60 days
+13.39%

Liquidity

Average Turnover Rate
60 days
+0.00%
120 days
+0.00%
5 years
--
Turnover Deviation
20 days
--
60 days
--
120 days
--
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