Unilever PLC (UL)
50.92
+2.85
(+5.93%)
USD |
NYSE |
Apr 25, 16:00
51.32
+0.40
(+0.79%)
Pre-Market: 07:46
Unilever Max Drawdown (5Y): 30.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 30.13% |
February 29, 2024 | 30.13% |
January 31, 2024 | 30.13% |
December 31, 2023 | 30.13% |
November 30, 2023 | 30.13% |
October 31, 2023 | 30.13% |
September 30, 2023 | 30.13% |
August 31, 2023 | 30.13% |
July 31, 2023 | 30.13% |
June 30, 2023 | 30.13% |
May 31, 2023 | 30.13% |
April 30, 2023 | 30.13% |
March 31, 2023 | 30.13% |
February 28, 2023 | 30.13% |
January 31, 2023 | 30.13% |
December 31, 2022 | 30.13% |
November 30, 2022 | 30.13% |
October 31, 2022 | 30.13% |
September 30, 2022 | 30.13% |
August 31, 2022 | 30.13% |
July 31, 2022 | 30.13% |
June 30, 2022 | 30.13% |
May 31, 2022 | 30.13% |
April 30, 2022 | 30.13% |
March 31, 2022 | 30.13% |
Date | Value |
---|---|
February 28, 2022 | 30.13% |
January 31, 2022 | 30.13% |
December 31, 2021 | 30.13% |
November 30, 2021 | 30.13% |
October 31, 2021 | 30.13% |
September 30, 2021 | 30.13% |
August 31, 2021 | 30.13% |
July 31, 2021 | 30.13% |
June 30, 2021 | 30.13% |
May 31, 2021 | 30.13% |
April 30, 2021 | 30.13% |
March 31, 2021 | 30.13% |
February 28, 2021 | 30.13% |
January 31, 2021 | 30.13% |
December 31, 2020 | 30.13% |
November 30, 2020 | 30.13% |
October 31, 2020 | 30.13% |
September 30, 2020 | 30.13% |
August 31, 2020 | 30.13% |
July 31, 2020 | 30.13% |
June 30, 2020 | 30.13% |
May 31, 2020 | 30.13% |
April 30, 2020 | 30.13% |
March 31, 2020 | 30.13% |
February 29, 2020 | 19.58% |
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
19.58%
Minimum
Apr 2019
30.13%
Maximum
Mar 2020
28.20%
Average
30.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
British American Tobacco PLC | 56.33% |
Procter & Gamble Co | 23.77% |
Coca-Cola Europacific Partners PLC | 48.77% |
Diageo PLC | 41.15% |
Nomad Foods Ltd | 59.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.223 |
Beta (5Y) | 0.4536 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.76% |
Historical Sharpe Ratio (5Y) | -0.0733 |
Historical Sortino (5Y) | -0.1071 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.00% |