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Brookfield Infrastructure Partners LP

BIP_pb
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16.140USD
-0.080-0.50%
Close 06/18, 16:00ETQuotes delayed by 15 min
0.00Market Cap
--P/E TTM

Risk Assessment

Currency: USD Updated:
Previous score
0.00
Change
0
Beta vs S&P 500 index
0.74
VaR
+2.17%
240-Day Maximum Drawdown
+9.67%
240-Day Volatility
+17.06%

Return

Best Daily Return
60 days
+1.83%
120 days
+2.32%
5 years
+9.63%
Worst Daily Return
60 days
-3.44%
120 days
-5.08%
5 years
-5.97%
Sharpe Ratio
60 days
-0.64
120 days
-0.34
5 years
-0.09

Risk Assessment

Maximum Drawdown
240 days
+9.67%
3 years
+26.10%
5 years
+42.35%
Return-to-Drawdown Ratio
240 days
-0.13
3 years
-0.07
5 years
-0.17
Skewness
240 days
-0.95
3 years
-0.15
5 years
+0.64

Volatility

Realised Volatility
240 days
+17.06%
5 years
+24.21%
Standardised True Range
240 days
+1.42%
5 years
+2.09%
Downside Risk-Adjusted Return
120 days
-35.07%
240 days
-35.07%
Maximum Daily Upside Volatility
60 days
+10.83%
Maximum Daily Downside Volatility
60 days
+11.16%

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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