Under Armour Inc (UAA)
10.68
-0.45
(-4.04%)
USD |
NYSE |
Nov 08, 09:43
Under Armour Max Drawdown (5Y): 85.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.66% |
| September 30, 2024 | 85.66% |
| August 31, 2024 | 85.66% |
| July 31, 2024 | 85.66% |
| June 30, 2024 | 85.66% |
| May 31, 2024 | 85.66% |
| April 30, 2024 | 85.66% |
| March 31, 2024 | 85.66% |
| February 29, 2024 | 85.66% |
| January 31, 2024 | 85.66% |
| December 31, 2023 | 85.66% |
| November 30, 2023 | 85.66% |
| October 31, 2023 | 85.66% |
| September 30, 2023 | 85.66% |
| August 31, 2023 | 85.66% |
| July 31, 2023 | 85.66% |
| June 30, 2023 | 85.66% |
| May 31, 2023 | 85.66% |
| April 30, 2023 | 85.66% |
| March 31, 2023 | 85.66% |
| February 28, 2023 | 85.66% |
| January 31, 2023 | 85.66% |
| December 31, 2022 | 85.66% |
| November 30, 2022 | 85.66% |
| October 31, 2022 | 85.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.66% |
| August 31, 2022 | 85.66% |
| July 31, 2022 | 85.66% |
| June 30, 2022 | 85.66% |
| May 31, 2022 | 85.66% |
| April 30, 2022 | 85.66% |
| March 31, 2022 | 85.66% |
| February 28, 2022 | 85.66% |
| January 31, 2022 | 85.66% |
| December 31, 2021 | 85.66% |
| November 30, 2021 | 85.66% |
| October 31, 2021 | 85.66% |
| September 30, 2021 | 85.66% |
| August 31, 2021 | 85.66% |
| July 31, 2021 | 85.66% |
| June 30, 2021 | 85.66% |
| May 31, 2021 | 85.66% |
| April 30, 2021 | 85.66% |
| March 31, 2021 | 85.66% |
| February 28, 2021 | 85.66% |
| January 31, 2021 | 85.66% |
| December 31, 2020 | 85.66% |
| November 30, 2020 | 85.66% |
| October 31, 2020 | 85.66% |
| September 30, 2020 | 85.66% |
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
78.41%
Minimum
Nov 2019
85.66%
Maximum
May 2020
85.17%
Average
85.66%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Nike Inc | 58.62% |
| Ralph Lauren Corp | 55.18% |
| YETI Holdings Inc | 73.53% |
| Tesla Inc | 73.63% |
| Workhorse Group Inc | 99.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.90 |
| Beta (5Y) | 1.656 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.43% |
| Historical Sharpe Ratio (5Y) | -0.3603 |
| Historical Sortino (5Y) | -0.5588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.28% |