Ubisoft Entertainment (UBSFF)
23.70
+0.71
(+3.09%)
USD |
OTCM |
Apr 29, 16:00
Ubisoft Entertainment Max Drawdown (5Y): 83.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 83.33% |
| February 29, 2024 | 83.33% |
| January 31, 2024 | 83.33% |
| December 31, 2023 | 83.33% |
| November 30, 2023 | 83.33% |
| October 31, 2023 | 83.33% |
| September 30, 2023 | 83.33% |
| August 31, 2023 | 83.33% |
| July 31, 2023 | 83.33% |
| June 30, 2023 | 83.33% |
| May 31, 2023 | 83.33% |
| April 30, 2023 | 83.33% |
| March 31, 2023 | 83.33% |
| February 28, 2023 | 83.33% |
| January 31, 2023 | 83.33% |
| December 31, 2022 | 79.68% |
| November 30, 2022 | 79.68% |
| October 31, 2022 | 79.68% |
| September 30, 2022 | 78.62% |
| August 31, 2022 | 68.54% |
| July 31, 2022 | 68.54% |
| June 30, 2022 | 68.54% |
| May 31, 2022 | 68.54% |
| April 30, 2022 | 68.54% |
| March 31, 2022 | 65.90% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.33% |
| January 31, 2022 | 62.33% |
| December 31, 2021 | 62.33% |
| November 30, 2021 | 59.94% |
| October 31, 2021 | 58.75% |
| September 30, 2021 | 58.75% |
| August 31, 2021 | 58.75% |
| July 31, 2021 | 58.75% |
| June 30, 2021 | 58.75% |
| May 31, 2021 | 54.21% |
| April 30, 2021 | 54.21% |
| March 31, 2021 | 54.21% |
| February 28, 2021 | 54.21% |
| January 31, 2021 | 54.21% |
| December 31, 2020 | 54.21% |
| November 30, 2020 | 54.21% |
| October 31, 2020 | 54.21% |
| September 30, 2020 | 54.21% |
| August 31, 2020 | 54.21% |
| July 31, 2020 | 54.21% |
| June 30, 2020 | 54.21% |
| May 31, 2020 | 54.21% |
| April 30, 2020 | 54.21% |
| March 31, 2020 | 54.21% |
| February 29, 2020 | 54.21% |
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
40.39%
Minimum
May 2019
83.33%
Maximum
Jan 2023
64.42%
Average
58.75%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Orange SA | 38.92% |
| Publicis Groupe SA | 67.58% |
| Criteo SA | 88.75% |
| JCDecaux SE | 73.23% |
| Television Francaise 1 SA | 68.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.98 |
| Beta (5Y) | 0.1597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.55% |
| Historical Sharpe Ratio (5Y) | -0.6474 |
| Historical Sortino (5Y) | -0.9487 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.55% |