Ulta Beauty Inc (ULTA)
407.08
-0.93
(-0.23%)
USD |
NASDAQ |
Apr 26, 14:01
Ulta Beauty Max Drawdown (5Y): 64.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 64.92% |
February 29, 2024 | 64.92% |
January 31, 2024 | 64.92% |
December 31, 2023 | 64.92% |
November 30, 2023 | 64.92% |
October 31, 2023 | 64.92% |
September 30, 2023 | 64.92% |
August 31, 2023 | 64.92% |
July 31, 2023 | 64.92% |
June 30, 2023 | 64.92% |
May 31, 2023 | 64.92% |
April 30, 2023 | 64.92% |
March 31, 2023 | 64.92% |
February 28, 2023 | 64.92% |
January 31, 2023 | 64.92% |
December 31, 2022 | 64.92% |
November 30, 2022 | 64.92% |
October 31, 2022 | 64.92% |
September 30, 2022 | 64.92% |
August 31, 2022 | 64.92% |
July 31, 2022 | 64.92% |
June 30, 2022 | 64.92% |
May 31, 2022 | 64.92% |
April 30, 2022 | 64.92% |
March 31, 2022 | 64.92% |
Date | Value |
---|---|
February 28, 2022 | 64.92% |
January 31, 2022 | 64.92% |
December 31, 2021 | 64.92% |
November 30, 2021 | 64.92% |
October 31, 2021 | 64.92% |
September 30, 2021 | 64.92% |
August 31, 2021 | 64.92% |
July 31, 2021 | 64.92% |
June 30, 2021 | 64.92% |
May 31, 2021 | 64.92% |
April 30, 2021 | 64.92% |
March 31, 2021 | 64.92% |
February 28, 2021 | 64.92% |
January 31, 2021 | 64.92% |
December 31, 2020 | 64.92% |
November 30, 2020 | 64.92% |
October 31, 2020 | 64.92% |
September 30, 2020 | 64.92% |
August 31, 2020 | 64.92% |
July 31, 2020 | 64.92% |
June 30, 2020 | 64.92% |
May 31, 2020 | 64.92% |
April 30, 2020 | 64.92% |
March 31, 2020 | 64.92% |
February 29, 2020 | 39.39% |
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
39.39%
Minimum
Apr 2019
64.92%
Maximum
Mar 2020
60.24%
Average
64.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sally Beauty Holdings Inc | 79.27% |
Williams-Sonoma Inc | 60.60% |
Best Buy Co Inc | 52.58% |
Dick's Sporting Goods Inc | 70.81% |
Arhaus Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.50 |
Beta (5Y) | 1.298 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.31% |
Historical Sharpe Ratio (5Y) | 0.1682 |
Historical Sortino (5Y) | 0.2012 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.79% |