Unifi Inc (UFI)
5.87
+0.04
(+0.69%)
USD |
NYSE |
May 02, 16:00
5.87
0.00 (0.00%)
After-Hours: 19:43
Unifi Max Drawdown (5Y): 82.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.13% |
March 31, 2024 | 82.13% |
February 29, 2024 | 82.13% |
January 31, 2024 | 82.13% |
December 31, 2023 | 82.13% |
November 30, 2023 | 82.13% |
October 31, 2023 | 82.13% |
September 30, 2023 | 82.13% |
August 31, 2023 | 82.13% |
July 31, 2023 | 82.13% |
June 30, 2023 | 82.13% |
May 31, 2023 | 82.13% |
April 30, 2023 | 82.13% |
March 31, 2023 | 82.13% |
February 28, 2023 | 82.13% |
January 31, 2023 | 82.13% |
December 31, 2022 | 82.13% |
November 30, 2022 | 82.13% |
October 31, 2022 | 79.46% |
September 30, 2022 | 79.46% |
August 31, 2022 | 79.46% |
July 31, 2022 | 79.46% |
June 30, 2022 | 79.46% |
May 31, 2022 | 79.46% |
April 30, 2022 | 79.46% |
Date | Value |
---|---|
March 31, 2022 | 79.46% |
February 28, 2022 | 79.46% |
January 31, 2022 | 79.46% |
December 31, 2021 | 79.46% |
November 30, 2021 | 79.46% |
October 31, 2021 | 79.46% |
September 30, 2021 | 79.46% |
August 31, 2021 | 79.46% |
July 31, 2021 | 79.46% |
June 30, 2021 | 79.46% |
May 31, 2021 | 79.46% |
April 30, 2021 | 79.46% |
March 31, 2021 | 79.46% |
February 28, 2021 | 79.46% |
January 31, 2021 | 79.46% |
December 31, 2020 | 79.46% |
November 30, 2020 | 79.46% |
October 31, 2020 | 79.46% |
September 30, 2020 | 79.46% |
August 31, 2020 | 79.46% |
July 31, 2020 | 79.46% |
June 30, 2020 | 79.46% |
May 31, 2020 | 79.46% |
April 30, 2020 | 79.46% |
March 31, 2020 | 79.46% |
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
52.83%
Minimum
May 2019
82.13%
Maximum
Nov 2022
76.34%
Average
79.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Commercial Vehicle Group Inc | 90.48% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.98 |
Beta (5Y) | 0.7445 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.77% |
Historical Sharpe Ratio (5Y) | -0.4957 |
Historical Sortino (5Y) | -0.6901 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.09% |