Unilever PLC (UL)

57.16 -0.39 (-0.68%) USD  |  NYSE  |  Dec 20, 16:00
57.99 +0.83 (+1.45%) Pre-Market: 20:00
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Unilever Max Drawdown (5Y): 30.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Max Drawdown (5Y) Benchmarks

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British American Tobacco PLC 56.33%
Diageo PLC 43.02%
Imperial Brands PLC 65.12%
Tesco PLC 45.85%
Reckitt Benckiser Group PLC 44.56%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.118
Beta (5Y) 0.4802
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.14%
Historical Sharpe Ratio (5Y) 0.0677
Historical Sortino (5Y) 0.1061
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.28%