Ubisoft Entertainment (UBSFY)
4.64
+0.04
(+0.87%)
USD |
OTCM |
Apr 26, 16:00
Ubisoft Entertainment Max Drawdown (5Y): 83.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 83.29% |
| February 29, 2024 | 83.29% |
| January 31, 2024 | 83.29% |
| December 31, 2023 | 83.29% |
| November 30, 2023 | 83.29% |
| October 31, 2023 | 83.29% |
| September 30, 2023 | 83.29% |
| August 31, 2023 | 83.29% |
| July 31, 2023 | 83.29% |
| June 30, 2023 | 83.29% |
| May 31, 2023 | 83.29% |
| April 30, 2023 | 83.29% |
| March 31, 2023 | 83.29% |
| February 28, 2023 | 83.29% |
| January 31, 2023 | 83.29% |
| December 31, 2022 | 79.17% |
| November 30, 2022 | 79.17% |
| October 31, 2022 | 79.17% |
| September 30, 2022 | 77.69% |
| August 31, 2022 | 69.70% |
| July 31, 2022 | 69.70% |
| June 30, 2022 | 69.70% |
| May 31, 2022 | 69.70% |
| April 30, 2022 | 69.70% |
| March 31, 2022 | 66.08% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.74% |
| January 31, 2022 | 62.74% |
| December 31, 2021 | 62.74% |
| November 30, 2021 | 59.45% |
| October 31, 2021 | 58.46% |
| September 30, 2021 | 57.43% |
| August 31, 2021 | 57.43% |
| July 31, 2021 | 57.43% |
| June 30, 2021 | 57.43% |
| May 31, 2021 | 57.43% |
| April 30, 2021 | 57.43% |
| March 31, 2021 | 57.43% |
| February 28, 2021 | 57.43% |
| January 31, 2021 | 57.43% |
| December 31, 2020 | 57.43% |
| November 30, 2020 | 57.43% |
| October 31, 2020 | 57.43% |
| September 30, 2020 | 57.43% |
| August 31, 2020 | 57.43% |
| July 31, 2020 | 57.43% |
| June 30, 2020 | 57.43% |
| May 31, 2020 | 57.43% |
| April 30, 2020 | 57.43% |
| March 31, 2020 | 57.43% |
| February 29, 2020 | 57.43% |
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
40.72%
Minimum
Apr 2019
83.29%
Maximum
Jan 2023
65.14%
Average
57.95%
Median
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) | -30.00 |
| Beta (5Y) | 0.2121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.95% |
| Historical Sharpe Ratio (5Y) | -0.6817 |
| Historical Sortino (5Y) | -1.012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.23% |