Ubisoft Entertainment (UBSFY)
2.59
-0.08
(-3.00%)
USD |
OTCM |
Nov 21, 16:00
Ubisoft Entertainment Max Drawdown (5Y): 89.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.60% |
| September 30, 2024 | 89.60% |
| August 31, 2024 | 83.29% |
| July 31, 2024 | 83.29% |
| June 30, 2024 | 83.29% |
| May 31, 2024 | 83.29% |
| April 30, 2024 | 83.29% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
57.43%
Minimum
Nov 2019
89.60%
Maximum
Sep 2024
70.03%
Average
69.70%
Median
Apr 2022
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) | -27.22 |
| Beta (5Y) | 0.0467 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.52% |
| Historical Sharpe Ratio (5Y) | -0.641 |
| Historical Sortino (5Y) | -0.9048 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.76% |