Universal Display Corp (OLED)
179.83
-0.42
(-0.23%)
USD |
NASDAQ |
Nov 04, 16:00
179.80
-0.04
(-0.02%)
After-Hours: 20:00
Universal Display Max Drawdown (5Y): 65.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.03% |
| September 30, 2024 | 65.03% |
| August 31, 2024 | 65.03% |
| July 31, 2024 | 65.03% |
| June 30, 2024 | 65.03% |
| May 31, 2024 | 65.03% |
| April 30, 2024 | 65.03% |
| March 31, 2024 | 65.03% |
| February 29, 2024 | 65.03% |
| January 31, 2024 | 65.03% |
| December 31, 2023 | 65.03% |
| November 30, 2023 | 65.03% |
| October 31, 2023 | 65.03% |
| September 30, 2023 | 65.03% |
| August 31, 2023 | 65.03% |
| July 31, 2023 | 65.03% |
| June 30, 2023 | 65.03% |
| May 31, 2023 | 65.03% |
| April 30, 2023 | 65.03% |
| March 31, 2023 | 65.03% |
| February 28, 2023 | 65.03% |
| January 31, 2023 | 65.03% |
| December 31, 2022 | 65.03% |
| November 30, 2022 | 65.03% |
| October 31, 2022 | 64.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.33% |
| August 31, 2022 | 61.34% |
| July 31, 2022 | 61.34% |
| June 30, 2022 | 61.34% |
| May 31, 2022 | 61.34% |
| April 30, 2022 | 61.34% |
| March 31, 2022 | 61.34% |
| February 28, 2022 | 61.34% |
| January 31, 2022 | 61.34% |
| December 31, 2021 | 61.34% |
| November 30, 2021 | 61.34% |
| October 31, 2021 | 61.34% |
| September 30, 2021 | 61.34% |
| August 31, 2021 | 61.34% |
| July 31, 2021 | 61.34% |
| June 30, 2021 | 61.34% |
| May 31, 2021 | 61.34% |
| April 30, 2021 | 61.34% |
| March 31, 2021 | 61.34% |
| February 28, 2021 | 61.34% |
| January 31, 2021 | 61.34% |
| December 31, 2020 | 61.34% |
| November 30, 2020 | 61.34% |
| October 31, 2020 | 61.34% |
| September 30, 2020 | 61.34% |
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
61.34%
Minimum
Nov 2019
65.03%
Maximum
Nov 2022
62.89%
Average
61.34%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Microchip Technology Inc | 49.68% |
| MACOM Technology Solutions Holdings Inc | 75.40% |
| Impinj Inc | 78.64% |
| Power Integrations Inc | 45.98% |
| Texas Instruments Inc | 29.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.21 |
| Beta (5Y) | 1.429 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.17% |
| Historical Sharpe Ratio (5Y) | -0.0961 |
| Historical Sortino (5Y) | -0.1612 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.93% |