UCB SA (UCBJY)
64.43
-0.06
(-0.10%)
USD |
OTCM |
May 07, 15:56
UCB Max Drawdown (5Y): 50.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.06% |
| March 31, 2024 | 50.06% |
| February 29, 2024 | 50.06% |
| January 31, 2024 | 50.06% |
| December 31, 2023 | 50.06% |
| November 30, 2023 | 50.06% |
| October 31, 2023 | 50.06% |
| September 30, 2023 | 50.06% |
| August 31, 2023 | 50.06% |
| July 31, 2023 | 50.06% |
| June 30, 2023 | 50.06% |
| May 31, 2023 | 50.06% |
| April 30, 2023 | 50.06% |
| March 31, 2023 | 50.06% |
| February 28, 2023 | 50.06% |
| January 31, 2023 | 50.06% |
| December 31, 2022 | 50.06% |
| November 30, 2022 | 50.06% |
| October 31, 2022 | 50.06% |
| September 30, 2022 | 50.06% |
| August 31, 2022 | 46.96% |
| July 31, 2022 | 41.01% |
| June 30, 2022 | 38.27% |
| May 31, 2022 | 35.52% |
| April 30, 2022 | 35.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.52% |
| February 28, 2022 | 35.52% |
| January 31, 2022 | 35.52% |
| December 31, 2021 | 35.52% |
| November 30, 2021 | 35.52% |
| October 31, 2021 | 35.52% |
| September 30, 2021 | 39.73% |
| August 31, 2021 | 39.73% |
| July 31, 2021 | 39.73% |
| June 30, 2021 | 39.73% |
| May 31, 2021 | 39.73% |
| April 30, 2021 | 39.73% |
| March 31, 2021 | 39.73% |
| February 28, 2021 | 39.73% |
| January 31, 2021 | 39.73% |
| December 31, 2020 | 39.73% |
| November 30, 2020 | 39.73% |
| October 31, 2020 | 39.73% |
| September 30, 2020 | 39.73% |
| August 31, 2020 | 39.73% |
| July 31, 2020 | 39.73% |
| June 30, 2020 | 39.73% |
| May 31, 2020 | 39.73% |
| April 30, 2020 | 39.73% |
| March 31, 2020 | 39.73% |
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
35.52%
Minimum
Oct 2021
50.06%
Maximum
Sep 2022
42.73%
Average
39.73%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Galapagos NV | 89.62% |
| Mithra Pharmaceuticals SA | -- |
| Nyxoah SA | -- |
| Celyad Oncology SA | -- |
| MDxHealth SA | 100.0% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.669 |
| Beta (5Y) | 0.7495 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.27% |
| Historical Sharpe Ratio (5Y) | 0.3415 |
| Historical Sortino (5Y) | 0.5756 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |