Ubiquiti Inc (UI)
255.00
-10.80
(-4.06%)
USD |
NYSE |
Nov 05, 09:53
Ubiquiti Max Drawdown (5Y): 72.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.22% |
| September 30, 2024 | 72.22% |
| August 31, 2024 | 72.22% |
| July 31, 2024 | 72.22% |
| June 30, 2024 | 72.22% |
| May 31, 2024 | 72.22% |
| April 30, 2024 | 72.22% |
| March 31, 2024 | 72.22% |
| February 29, 2024 | 72.22% |
| January 31, 2024 | 72.22% |
| December 31, 2023 | 72.22% |
| November 30, 2023 | 72.22% |
| October 31, 2023 | 70.19% |
| September 30, 2023 | 63.45% |
| August 31, 2023 | 59.72% |
| July 31, 2023 | 57.60% |
| June 30, 2023 | 57.60% |
| May 31, 2023 | 57.60% |
| April 30, 2023 | 42.67% |
| March 31, 2023 | 42.67% |
| February 28, 2023 | 42.67% |
| January 31, 2023 | 42.67% |
| December 31, 2022 | 42.67% |
| November 30, 2022 | 42.67% |
| October 31, 2022 | 42.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.67% |
| August 31, 2022 | 42.67% |
| July 31, 2022 | 42.67% |
| June 30, 2022 | 42.67% |
| May 31, 2022 | 42.67% |
| April 30, 2022 | 42.67% |
| March 31, 2022 | 42.67% |
| February 28, 2022 | 42.67% |
| January 31, 2022 | 42.67% |
| December 31, 2021 | 42.67% |
| November 30, 2021 | 42.67% |
| October 31, 2021 | 42.67% |
| September 30, 2021 | 42.67% |
| August 31, 2021 | 42.67% |
| July 31, 2021 | 42.67% |
| June 30, 2021 | 42.67% |
| May 31, 2021 | 42.67% |
| April 30, 2021 | 42.67% |
| March 31, 2021 | 42.67% |
| February 28, 2021 | 42.67% |
| January 31, 2021 | 42.67% |
| December 31, 2020 | 43.93% |
| November 30, 2020 | 50.12% |
| October 31, 2020 | 51.96% |
| September 30, 2020 | 51.96% |
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
42.67%
Minimum
Jan 2021
72.22%
Maximum
Nov 2023
52.44%
Average
51.04%
Median
Max Drawdown (5Y) Benchmarks
| Apple Inc | 31.43% |
| Comtech Telecommunications Corp | 95.48% |
| Harmonic Inc | 50.30% |
| Viavi Solutions Inc | 62.88% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1938 |
| Beta (5Y) | 1.132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.73% |
| Historical Sharpe Ratio (5Y) | 0.3168 |
| Historical Sortino (5Y) | 0.5698 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.83% |