UBS Group AG (UBS)
27.42
-0.97
(-3.42%)
USD |
NYSE |
Apr 24, 15:20
UBS Group Max Drawdown (5Y): 59.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 59.80% |
July 31, 2020 | 59.80% |
June 30, 2020 | 59.80% |
May 31, 2020 | 59.80% |
April 30, 2020 | 59.80% |
March 31, 2020 | 59.80% |
February 29, 2020 | 46.61% |
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
43.26%
Minimum
Apr 2019
59.80%
Maximum
Mar 2020
57.16%
Average
59.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
JPMorgan Chase & Co | 43.62% |
Morgan Stanley | 51.33% |
Citigroup Inc | 56.50% |
Bank of America Corp | 48.93% |
The Goldman Sachs Group Inc | 48.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.330 |
Beta (5Y) | 1.137 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.31% |
Historical Sharpe Ratio (5Y) | 0.7172 |
Historical Sortino (5Y) | 1.034 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.18% |