Ubisoft Entertainment (UBSFY)

2.54 -0.01 (-0.39%) USD  |  OTCM  |  Dec 20, 16:00
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Ubisoft Entertainment Max Drawdown (5Y): 89.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Orange SA 38.92%
Publicis Groupe SA 68.55%
Criteo SA 88.75%
JCDecaux SE 73.23%
Television Francaise 1 SA 69.94%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.03
Beta (5Y) 0.0124
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.47%
Historical Sharpe Ratio (5Y) -0.696
Historical Sortino (5Y) -0.9872
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.76%