Ultrapar Participacoes SA (UGP)
5.06
+0.04
(+0.80%)
USD |
NYSE |
May 01, 16:00
5.065
0.00 (0.00%)
After-Hours: 20:00
Ultrapar Participacoes Max Drawdown (5Y): 83.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.30% |
March 31, 2024 | 83.30% |
February 29, 2024 | 83.30% |
January 31, 2024 | 83.30% |
December 31, 2023 | 83.30% |
November 30, 2023 | 83.30% |
October 31, 2023 | 83.30% |
September 30, 2023 | 83.30% |
August 31, 2023 | 83.30% |
July 31, 2023 | 83.30% |
June 30, 2023 | 83.30% |
May 31, 2023 | 83.30% |
April 30, 2023 | 83.30% |
March 31, 2023 | 83.30% |
February 28, 2023 | 83.30% |
January 31, 2023 | 83.30% |
December 31, 2022 | 83.30% |
November 30, 2022 | 83.30% |
October 31, 2022 | 83.30% |
September 30, 2022 | 83.30% |
August 31, 2022 | 83.30% |
July 31, 2022 | 83.30% |
June 30, 2022 | 83.30% |
May 31, 2022 | 83.30% |
April 30, 2022 | 83.30% |
Date | Value |
---|---|
March 31, 2022 | 83.30% |
February 28, 2022 | 83.30% |
January 31, 2022 | 83.30% |
December 31, 2021 | 83.30% |
November 30, 2021 | 83.30% |
October 31, 2021 | 83.30% |
September 30, 2021 | 83.30% |
August 31, 2021 | 83.30% |
July 31, 2021 | 83.30% |
June 30, 2021 | 83.30% |
May 31, 2021 | 83.30% |
April 30, 2021 | 83.30% |
March 31, 2021 | 83.30% |
February 28, 2021 | 83.30% |
January 31, 2021 | 83.30% |
December 31, 2020 | 83.30% |
November 30, 2020 | 83.30% |
October 31, 2020 | 83.30% |
September 30, 2020 | 83.30% |
August 31, 2020 | 83.30% |
July 31, 2020 | 83.30% |
June 30, 2020 | 83.30% |
May 31, 2020 | 83.30% |
April 30, 2020 | 83.30% |
March 31, 2020 | 83.30% |
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
64.20%
Minimum
May 2019
83.30%
Maximum
Mar 2020
80.74%
Average
83.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Petroleo Brasileiro SA Petrobras | 75.14% |
Williams Companies Inc | 79.50% |
Cosan SA | -- |
PRIO SA | -- |
Kinder Morgan Inc | 71.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.83 |
Beta (5Y) | 1.634 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.70% |
Historical Sharpe Ratio (5Y) | -0.0124 |
Historical Sortino (5Y) | -0.0179 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.01% |