UFP Industries Inc (UFPI)
130.52
+1.89
(+1.47%)
USD |
NASDAQ |
Nov 21, 16:00
130.56
+0.04
(+0.03%)
After-Hours: 20:00
UFP Industries Max Drawdown (5Y): 45.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.74% |
September 30, 2024 | 45.74% |
August 31, 2024 | 45.74% |
July 31, 2024 | 45.74% |
June 30, 2024 | 45.74% |
May 31, 2024 | 45.74% |
April 30, 2024 | 45.74% |
March 31, 2024 | 45.74% |
February 29, 2024 | 45.74% |
January 31, 2024 | 45.74% |
December 31, 2023 | 45.74% |
November 30, 2023 | 45.74% |
October 31, 2023 | 45.74% |
September 30, 2023 | 45.74% |
August 31, 2023 | 45.74% |
July 31, 2023 | 45.74% |
June 30, 2023 | 45.74% |
May 31, 2023 | 45.74% |
April 30, 2023 | 45.74% |
March 31, 2023 | 45.74% |
February 28, 2023 | 45.74% |
January 31, 2023 | 45.74% |
December 31, 2022 | 45.74% |
November 30, 2022 | 45.74% |
October 31, 2022 | 45.74% |
Date | Value |
---|---|
September 30, 2022 | 45.74% |
August 31, 2022 | 45.74% |
July 31, 2022 | 45.74% |
June 30, 2022 | 45.74% |
May 31, 2022 | 45.74% |
April 30, 2022 | 45.74% |
March 31, 2022 | 45.74% |
February 28, 2022 | 45.74% |
January 31, 2022 | 45.74% |
December 31, 2021 | 45.74% |
November 30, 2021 | 45.74% |
October 31, 2021 | 45.74% |
September 30, 2021 | 45.74% |
August 31, 2021 | 45.74% |
July 31, 2021 | 45.74% |
June 30, 2021 | 45.74% |
May 31, 2021 | 45.74% |
April 30, 2021 | 45.74% |
March 31, 2021 | 45.74% |
February 28, 2021 | 45.74% |
January 31, 2021 | 45.74% |
December 31, 2020 | 45.74% |
November 30, 2020 | 45.74% |
October 31, 2020 | 45.74% |
September 30, 2020 | 45.74% |
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
37.21%
Minimum
Nov 2019
45.74%
Maximum
Mar 2020
45.17%
Average
45.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.4072 |
Beta (5Y) | 1.391 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.76% |
Historical Sharpe Ratio (5Y) | 0.4996 |
Historical Sortino (5Y) | 0.8305 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.21% |