UGI Corp (UGI)
25.48
-0.26
(-1.01%)
USD |
NYSE |
Apr 22, 16:00
25.37
-0.11
(-0.43%)
Pre-Market: 08:46
UGI Max Drawdown (5Y): 59.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 59.58% |
February 29, 2024 | 59.58% |
January 31, 2024 | 59.58% |
December 31, 2023 | 59.58% |
November 30, 2023 | 59.58% |
October 31, 2023 | 59.58% |
September 30, 2023 | 59.58% |
August 31, 2023 | 59.58% |
July 31, 2023 | 59.58% |
June 30, 2023 | 59.58% |
May 31, 2023 | 59.58% |
April 30, 2023 | 59.58% |
March 31, 2023 | 59.58% |
February 28, 2023 | 59.58% |
January 31, 2023 | 59.58% |
December 31, 2022 | 59.58% |
November 30, 2022 | 59.58% |
October 31, 2022 | 59.58% |
September 30, 2022 | 59.58% |
August 31, 2022 | 59.58% |
July 31, 2022 | 59.58% |
June 30, 2022 | 59.58% |
May 31, 2022 | 59.58% |
April 30, 2022 | 59.58% |
March 31, 2022 | 59.58% |
Date | Value |
---|---|
February 28, 2022 | 59.58% |
January 31, 2022 | 59.58% |
December 31, 2021 | 59.58% |
November 30, 2021 | 59.58% |
October 31, 2021 | 59.58% |
September 30, 2021 | 59.58% |
August 31, 2021 | 59.58% |
July 31, 2021 | 59.58% |
June 30, 2021 | 59.58% |
May 31, 2021 | 59.58% |
April 30, 2021 | 59.58% |
March 31, 2021 | 59.58% |
February 28, 2021 | 59.58% |
January 31, 2021 | 59.58% |
December 31, 2020 | 59.58% |
November 30, 2020 | 59.58% |
October 31, 2020 | 59.58% |
September 30, 2020 | 59.58% |
August 31, 2020 | 59.58% |
July 31, 2020 | 59.58% |
June 30, 2020 | 59.58% |
May 31, 2020 | 59.58% |
April 30, 2020 | 59.58% |
March 31, 2020 | 59.58% |
February 29, 2020 | 37.08% |
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
19.55%
Minimum
Apr 2019
59.58%
Maximum
Mar 2020
52.97%
Average
59.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Atmos Energy Corp | 32.91% |
Spire Inc | 39.52% |
Sempra | 45.00% |
Southwest Gas Holdings Inc | 42.48% |
ONE Gas Inc | 33.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.72 |
Beta (5Y) | 1.159 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.30% |
Historical Sharpe Ratio (5Y) | -0.4487 |
Historical Sortino (5Y) | -0.5823 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.56% |