UBS Group AG (UBS)
31.74
-0.09
(-0.28%)
USD |
NYSE |
Nov 21, 16:00
31.62
-0.12
(-0.38%)
After-Hours: 20:00
UBS Group Max Drawdown (5Y): 59.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.80% |
September 30, 2024 | 59.80% |
August 31, 2024 | 59.80% |
July 31, 2024 | 59.80% |
June 30, 2024 | 59.80% |
May 31, 2024 | 59.80% |
April 30, 2024 | 59.80% |
March 31, 2024 | 59.80% |
February 29, 2024 | 59.80% |
January 31, 2024 | 59.80% |
December 31, 2023 | 59.80% |
November 30, 2023 | 59.80% |
October 31, 2023 | 59.80% |
September 30, 2023 | 59.80% |
August 31, 2023 | 59.80% |
July 31, 2023 | 59.80% |
June 30, 2023 | 59.80% |
May 31, 2023 | 59.80% |
April 30, 2023 | 59.80% |
March 31, 2023 | 59.80% |
February 28, 2023 | 59.80% |
January 31, 2023 | 59.80% |
December 31, 2022 | 59.80% |
November 30, 2022 | 59.80% |
October 31, 2022 | 59.80% |
Date | Value |
---|---|
September 30, 2022 | 59.80% |
August 31, 2022 | 59.80% |
July 31, 2022 | 59.80% |
June 30, 2022 | 59.80% |
May 31, 2022 | 59.80% |
April 30, 2022 | 59.80% |
March 31, 2022 | 59.80% |
February 28, 2022 | 59.80% |
January 31, 2022 | 59.80% |
December 31, 2021 | 59.80% |
November 30, 2021 | 59.80% |
October 31, 2021 | 59.80% |
September 30, 2021 | 59.80% |
August 31, 2021 | 59.80% |
July 31, 2021 | 59.80% |
June 30, 2021 | 59.80% |
May 31, 2021 | 59.80% |
April 30, 2021 | 59.80% |
March 31, 2021 | 59.80% |
February 28, 2021 | 59.80% |
January 31, 2021 | 59.80% |
December 31, 2020 | 59.80% |
November 30, 2020 | 59.80% |
October 31, 2020 | 59.80% |
September 30, 2020 | 59.80% |
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
46.61%
Minimum
Nov 2019
59.80%
Maximum
Mar 2020
58.92%
Average
59.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deutsche Bank AG | 81.74% |
The Goldman Sachs Group Inc | 48.75% |
HSBC Holdings PLC | 63.37% |
JPMorgan Chase & Co | 43.62% |
Wells Fargo & Co | 64.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.872 |
Beta (5Y) | 1.157 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.36% |
Historical Sharpe Ratio (5Y) | 0.7047 |
Historical Sortino (5Y) | 1.018 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.80% |