Uber Technologies Inc (UBER)
69.65
+0.05
(+0.07%)
USD |
NYSE |
Nov 21, 16:00
69.58
-0.07
(-0.10%)
After-Hours: 17:53
Uber Technologies Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Salesforce Inc | 58.62% |
| Oracle Corp | 40.36% |
| Automatic Data Processing Inc | 39.40% |
| Workday Inc | 55.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.639 |
| Beta (5Y) | 1.338 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.41% |
| Historical Sharpe Ratio (5Y) | 0.304 |
| Historical Sortino (5Y) | 0.538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.10% |