UBS Group AG (UBS)

29.78 -0.03 (-0.10%) USD  |  NYSE  |  Dec 20, 16:00
30.01 +0.23 (+0.77%) After-Hours: 20:00
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UBS Group Max Drawdown (5Y): 59.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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The Goldman Sachs Group Inc 48.75%
JPMorgan Chase & Co 43.62%
Morgan Stanley 51.33%
Wells Fargo & Co 64.47%
Citigroup Inc 56.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.879
Beta (5Y) 1.153
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.36%
Historical Sharpe Ratio (5Y) 0.7195
Historical Sortino (5Y) 1.047
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.80%