UBS Group AG (UBS)
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+0.93
(+3.37%)
USD |
NYSE |
Apr 22, 16:00
29.16
+0.62
(+2.17%)
Pre-Market: 04:05
UBS Group Max Drawdown (5Y): 54.00% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| The Goldman Sachs Group Inc | 44.21% |
| JPMorgan Chase & Co | 39.41% |
| Citigroup Inc | 53.92% |
| Bank of America Corp | 46.63% |
| Chubb Ltd | 41.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.04 |
| Beta (5Y) | 1.165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.13% |
| Historical Sharpe Ratio (5Y) | 0.9842 |
| Historical Sortino (5Y) | 1.922 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.44% |