United Bankshares Inc (UBSI)
33.96
+0.14
(+0.41%)
USD |
NASDAQ |
May 03, 16:00
33.95
-0.01
(-0.03%)
After-Hours: 20:00
United Bankshares Max Drawdown (5Y): 52.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.34% |
March 31, 2024 | 52.34% |
February 29, 2024 | 52.34% |
January 31, 2024 | 52.34% |
December 31, 2023 | 52.34% |
November 30, 2023 | 52.34% |
October 31, 2023 | 52.34% |
September 30, 2023 | 52.34% |
August 31, 2023 | 52.34% |
July 31, 2023 | 52.34% |
June 30, 2023 | 52.34% |
May 31, 2023 | 52.34% |
April 30, 2023 | 52.34% |
March 31, 2023 | 52.34% |
February 28, 2023 | 52.34% |
January 31, 2023 | 52.34% |
December 31, 2022 | 52.34% |
November 30, 2022 | 52.34% |
October 31, 2022 | 52.34% |
September 30, 2022 | 52.34% |
August 31, 2022 | 52.34% |
July 31, 2022 | 52.34% |
June 30, 2022 | 52.34% |
May 31, 2022 | 52.34% |
April 30, 2022 | 52.34% |
Date | Value |
---|---|
March 31, 2022 | 52.34% |
February 28, 2022 | 52.34% |
January 31, 2022 | 52.34% |
December 31, 2021 | 52.34% |
November 30, 2021 | 52.34% |
October 31, 2021 | 52.34% |
September 30, 2021 | 52.34% |
August 31, 2021 | 52.34% |
July 31, 2021 | 52.34% |
June 30, 2021 | 52.34% |
May 31, 2021 | 52.34% |
April 30, 2021 | 52.34% |
March 31, 2021 | 52.34% |
February 28, 2021 | 52.34% |
January 31, 2021 | 52.34% |
December 31, 2020 | 52.34% |
November 30, 2020 | 52.34% |
October 31, 2020 | 52.34% |
September 30, 2020 | 52.34% |
August 31, 2020 | 52.34% |
July 31, 2020 | 52.34% |
June 30, 2020 | 52.34% |
May 31, 2020 | 52.34% |
April 30, 2020 | 52.34% |
March 31, 2020 | 52.34% |
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
36.11%
Minimum
May 2019
52.34%
Maximum
Mar 2020
49.63%
Average
52.34%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
International Bancshares Corp | 63.38% |
Independent Bank Corp | 52.59% |
Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.82 |
Beta (5Y) | 1.009 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.58% |
Historical Sharpe Ratio (5Y) | -0.047 |
Historical Sortino (5Y) | -0.0772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.69% |