Ultralife Corp (ULBI)
11.39
+0.68
(+6.35%)
USD |
NASDAQ |
Apr 26, 16:00
11.43
+0.04
(+0.35%)
After-Hours: 20:00
Ultralife Max Drawdown (5Y): 67.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.97% |
| February 29, 2024 | 67.97% |
| January 31, 2024 | 67.97% |
| December 31, 2023 | 67.97% |
| November 30, 2023 | 67.97% |
| October 31, 2023 | 67.97% |
| September 30, 2023 | 67.97% |
| August 31, 2023 | 67.97% |
| July 31, 2023 | 67.97% |
| June 30, 2023 | 67.97% |
| May 31, 2023 | 67.97% |
| April 30, 2023 | 67.97% |
| March 31, 2023 | 67.97% |
| February 28, 2023 | 67.97% |
| January 31, 2023 | 67.97% |
| December 31, 2022 | 67.97% |
| November 30, 2022 | 63.81% |
| October 31, 2022 | 62.94% |
| September 30, 2022 | 62.94% |
| August 31, 2022 | 62.94% |
| July 31, 2022 | 62.94% |
| June 30, 2022 | 60.87% |
| May 31, 2022 | 60.87% |
| April 30, 2022 | 60.87% |
| March 31, 2022 | 60.87% |
| Date | Value |
|---|---|
| February 28, 2022 | 60.87% |
| January 31, 2022 | 56.75% |
| December 31, 2021 | 56.75% |
| November 30, 2021 | 56.75% |
| October 31, 2021 | 56.75% |
| September 30, 2021 | 56.75% |
| August 31, 2021 | 56.75% |
| July 31, 2021 | 56.75% |
| June 30, 2021 | 56.75% |
| May 31, 2021 | 56.75% |
| April 30, 2021 | 56.75% |
| March 31, 2021 | 56.75% |
| February 28, 2021 | 56.75% |
| January 31, 2021 | 56.75% |
| December 31, 2020 | 56.75% |
| November 30, 2020 | 56.75% |
| October 31, 2020 | 56.75% |
| September 30, 2020 | 56.75% |
| August 31, 2020 | 56.75% |
| July 31, 2020 | 56.75% |
| June 30, 2020 | 56.75% |
| May 31, 2020 | 56.75% |
| April 30, 2020 | 56.75% |
| March 31, 2020 | 56.28% |
| February 29, 2020 | 49.80% |
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
49.80%
Minimum
Feb 2020
67.97%
Maximum
Dec 2022
60.82%
Average
60.87%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Ideal Power Inc | 98.32% |
| Advanced Energy Industries Inc | 62.28% |
| Plug Power Inc | 96.69% |
| Enovix Corp | -- |
| Microvast Holdings Inc | 97.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.47 |
| Beta (5Y) | 1.260 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.13% |
| Historical Sharpe Ratio (5Y) | -0.0944 |
| Historical Sortino (5Y) | -0.2133 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.87% |