Ultrapar Participacoes SA (UGP)
3.15
-0.09
(-2.78%)
USD |
NYSE |
Nov 21, 16:00
3.12
-0.03
(-0.95%)
After-Hours: 20:00
Ultrapar Participacoes Max Drawdown (5Y): 83.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.30% |
| September 30, 2024 | 83.30% |
| August 31, 2024 | 83.30% |
| July 31, 2024 | 83.30% |
| June 30, 2024 | 83.30% |
| May 31, 2024 | 83.30% |
| April 30, 2024 | 83.30% |
| March 31, 2024 | 83.30% |
| February 29, 2024 | 83.30% |
| January 31, 2024 | 83.30% |
| December 31, 2023 | 83.30% |
| November 30, 2023 | 83.30% |
| October 31, 2023 | 83.30% |
| September 30, 2023 | 83.30% |
| August 31, 2023 | 83.30% |
| July 31, 2023 | 83.30% |
| June 30, 2023 | 83.30% |
| May 31, 2023 | 83.30% |
| April 30, 2023 | 83.30% |
| March 31, 2023 | 83.30% |
| February 28, 2023 | 83.30% |
| January 31, 2023 | 83.30% |
| December 31, 2022 | 83.30% |
| November 30, 2022 | 83.30% |
| October 31, 2022 | 83.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.30% |
| August 31, 2022 | 83.30% |
| July 31, 2022 | 83.30% |
| June 30, 2022 | 83.30% |
| May 31, 2022 | 83.30% |
| April 30, 2022 | 83.30% |
| March 31, 2022 | 83.30% |
| February 28, 2022 | 83.30% |
| January 31, 2022 | 83.30% |
| December 31, 2021 | 83.30% |
| November 30, 2021 | 83.30% |
| October 31, 2021 | 83.30% |
| September 30, 2021 | 83.30% |
| August 31, 2021 | 83.30% |
| July 31, 2021 | 83.30% |
| June 30, 2021 | 83.30% |
| May 31, 2021 | 83.30% |
| April 30, 2021 | 83.30% |
| March 31, 2021 | 83.30% |
| February 28, 2021 | 83.30% |
| January 31, 2021 | 83.30% |
| December 31, 2020 | 83.30% |
| November 30, 2020 | 83.30% |
| October 31, 2020 | 83.30% |
| September 30, 2020 | 83.30% |
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
69.52%
Minimum
Nov 2019
83.30%
Maximum
Mar 2020
82.38%
Average
83.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Petroleo Brasileiro SA Petrobras | 75.14% |
| Cosan SA | -- |
| PRIO SA | -- |
| Barnwell Industries Inc | 89.74% |
| CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.50 |
| Beta (5Y) | 1.607 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.90% |
| Historical Sharpe Ratio (5Y) | -0.0953 |
| Historical Sortino (5Y) | -0.1437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.19% |