UCB SA (UCBJF)
133.68
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
UCB Max Drawdown (5Y): 46.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.44% |
| March 31, 2024 | 46.44% |
| February 29, 2024 | 46.44% |
| January 31, 2024 | 46.44% |
| December 31, 2023 | 46.44% |
| November 30, 2023 | 46.44% |
| October 31, 2023 | 46.44% |
| September 30, 2023 | 46.44% |
| August 31, 2023 | 46.44% |
| July 31, 2023 | 46.44% |
| June 30, 2023 | 46.44% |
| May 31, 2023 | 46.44% |
| April 30, 2023 | 46.44% |
| March 31, 2023 | 46.44% |
| February 28, 2023 | 46.44% |
| January 31, 2023 | 46.44% |
| December 31, 2022 | 46.44% |
| November 30, 2022 | 46.44% |
| October 31, 2022 | 46.44% |
| September 30, 2022 | 46.44% |
| August 31, 2022 | 45.93% |
| July 31, 2022 | 32.88% |
| June 30, 2022 | 32.88% |
| May 31, 2022 | 30.67% |
| April 30, 2022 | 30.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.67% |
| February 28, 2022 | 30.67% |
| January 31, 2022 | 30.67% |
| December 31, 2021 | 30.67% |
| November 30, 2021 | 30.67% |
| October 31, 2021 | 35.74% |
| September 30, 2021 | 38.39% |
| August 31, 2021 | 38.39% |
| July 31, 2021 | 38.39% |
| June 30, 2021 | 38.39% |
| May 31, 2021 | 38.39% |
| April 30, 2021 | 38.39% |
| March 31, 2021 | 38.39% |
| February 28, 2021 | 38.39% |
| January 31, 2021 | 38.39% |
| December 31, 2020 | 38.39% |
| November 30, 2020 | 38.39% |
| October 31, 2020 | 38.39% |
| September 30, 2020 | 38.39% |
| August 31, 2020 | 38.39% |
| July 31, 2020 | 38.39% |
| June 30, 2020 | 38.39% |
| May 31, 2020 | 38.39% |
| April 30, 2020 | 38.39% |
| March 31, 2020 | 38.39% |
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
30.67%
Minimum
Nov 2021
46.44%
Maximum
Sep 2022
40.07%
Average
38.39%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Galapagos NV | 89.62% |
| Nyxoah SA | -- |
| Celyad Oncology SA | -- |
| MDxHealth SA | 100.0% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.495 |
| Beta (5Y) | 0.5244 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.97% |
| Historical Sharpe Ratio (5Y) | 0.253 |
| Historical Sortino (5Y) | 0.4068 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.97% |