Ultrapar Participacoes SA (UGP)

2.68 +0.03 (+1.13%) USD  |  NYSE  |  Dec 20, 16:00
2.685 0.00 (0.00%) After-Hours: 20:00
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Ultrapar Participacoes Max Drawdown (5Y): 83.30% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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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) -30.65
Beta (5Y) 1.528
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.85%
Historical Sharpe Ratio (5Y) -0.2055
Historical Sortino (5Y) -0.3132
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.19%