Universal Technical Institute Inc (UTI)
15.78
+0.36
(+2.37%)
USD |
NYSE |
May 03, 12:02
Universal Technical Institute Max Drawdown (5Y): 69.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 69.13% |
| March 31, 2024 | 72.65% |
| February 29, 2024 | 72.65% |
| January 31, 2024 | 74.02% |
| December 31, 2023 | 75.01% |
| November 30, 2023 | 75.01% |
| October 31, 2023 | 75.01% |
| September 30, 2023 | 76.37% |
| August 31, 2023 | 80.32% |
| July 31, 2023 | 81.92% |
| June 30, 2023 | 81.92% |
| May 31, 2023 | 81.92% |
| April 30, 2023 | 81.92% |
| March 31, 2023 | 81.92% |
| February 28, 2023 | 81.92% |
| January 31, 2023 | 81.92% |
| December 31, 2022 | 81.98% |
| November 30, 2022 | 81.98% |
| October 31, 2022 | 83.76% |
| September 30, 2022 | 83.76% |
| August 31, 2022 | 83.76% |
| July 31, 2022 | 83.76% |
| June 30, 2022 | 83.76% |
| May 31, 2022 | 83.76% |
| April 30, 2022 | 83.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.76% |
| February 28, 2022 | 83.76% |
| January 31, 2022 | 83.76% |
| December 31, 2021 | 83.76% |
| November 30, 2021 | 83.76% |
| October 31, 2021 | 83.76% |
| September 30, 2021 | 83.76% |
| August 31, 2021 | 89.17% |
| July 31, 2021 | 89.17% |
| June 30, 2021 | 89.17% |
| May 31, 2021 | 89.17% |
| April 30, 2021 | 89.17% |
| March 31, 2021 | 89.17% |
| February 28, 2021 | 89.17% |
| January 31, 2021 | 89.17% |
| December 31, 2020 | 89.17% |
| November 30, 2020 | 89.17% |
| October 31, 2020 | 89.17% |
| September 30, 2020 | 89.17% |
| August 31, 2020 | 89.17% |
| July 31, 2020 | 89.17% |
| June 30, 2020 | 89.17% |
| May 31, 2020 | 89.17% |
| April 30, 2020 | 89.17% |
| March 31, 2020 | 89.17% |
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
69.13%
Minimum
Apr 2024
89.17%
Maximum
May 2019
84.62%
Average
83.76%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Grand Canyon Education Inc | 54.81% |
| Adtalem Global Education Inc | 66.06% |
| Lincoln Educational Services Corp | 54.33% |
| Laureate Education Inc | 64.52% |
| Strategic Education Inc | 71.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.41 |
| Beta (5Y) | 1.218 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.53% |
| Historical Sharpe Ratio (5Y) | 0.6797 |
| Historical Sortino (5Y) | 1.075 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.65% |