Universal Display Corp (OLED)
170.82
+14.50
(+9.28%)
USD |
NASDAQ |
May 03, 16:00
170.70
-0.12
(-0.07%)
After-Hours: 20:00
Universal Display Max Drawdown (5Y): 65.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.03% |
March 31, 2024 | 65.03% |
February 29, 2024 | 65.03% |
January 31, 2024 | 65.03% |
December 31, 2023 | 65.03% |
November 30, 2023 | 65.03% |
October 31, 2023 | 65.03% |
September 30, 2023 | 65.03% |
August 31, 2023 | 65.03% |
July 31, 2023 | 65.03% |
June 30, 2023 | 65.03% |
May 31, 2023 | 65.03% |
April 30, 2023 | 65.03% |
March 31, 2023 | 65.03% |
February 28, 2023 | 65.03% |
January 31, 2023 | 65.03% |
December 31, 2022 | 65.03% |
November 30, 2022 | 65.03% |
October 31, 2022 | 64.00% |
September 30, 2022 | 63.33% |
August 31, 2022 | 61.34% |
July 31, 2022 | 61.34% |
June 30, 2022 | 61.34% |
May 31, 2022 | 61.34% |
April 30, 2022 | 61.34% |
Date | Value |
---|---|
March 31, 2022 | 61.34% |
February 28, 2022 | 61.34% |
January 31, 2022 | 61.34% |
December 31, 2021 | 61.34% |
November 30, 2021 | 61.34% |
October 31, 2021 | 61.34% |
September 30, 2021 | 61.34% |
August 31, 2021 | 61.34% |
July 31, 2021 | 61.34% |
June 30, 2021 | 61.34% |
May 31, 2021 | 61.34% |
April 30, 2021 | 61.34% |
March 31, 2021 | 61.34% |
February 28, 2021 | 61.34% |
January 31, 2021 | 61.34% |
December 31, 2020 | 61.34% |
November 30, 2020 | 61.34% |
October 31, 2020 | 61.34% |
September 30, 2020 | 61.34% |
August 31, 2020 | 61.34% |
July 31, 2020 | 61.34% |
June 30, 2020 | 61.34% |
May 31, 2020 | 61.34% |
April 30, 2020 | 61.34% |
March 31, 2020 | 61.34% |
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
61.34%
Minimum
May 2019
65.03%
Maximum
Nov 2022
62.53%
Average
61.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
OSI Systems Inc | 53.64% |
Texas Instruments Inc | 29.85% |
Daktronics Inc | 81.37% |
Corning Inc | 48.80% |
Rogers Corp | 63.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.74 |
Beta (5Y) | 1.445 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.86% |
Historical Sharpe Ratio (5Y) | -0.0419 |
Historical Sortino (5Y) | -0.0712 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.71% |