Ulta Beauty Inc (ULTA)
383.66
+6.01
(+1.59%)
USD |
NASDAQ |
Nov 04, 16:00
382.00
-1.66
(-0.43%)
After-Hours: 05:27
Ulta Beauty Max Drawdown (5Y): 64.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.92% |
| September 30, 2024 | 64.92% |
| August 31, 2024 | 64.92% |
| July 31, 2024 | 64.92% |
| June 30, 2024 | 64.92% |
| May 31, 2024 | 64.92% |
| April 30, 2024 | 64.92% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
64.92%
Maximum
Mar 2020
63.22%
Average
64.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sally Beauty Holdings Inc | 79.27% |
| Best Buy Co Inc | 52.58% |
| Nordstrom Inc | 81.38% |
| Nike Inc | 58.62% |
| Amazon.com Inc | 56.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.87 |
| Beta (5Y) | 1.326 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.75% |
| Historical Sharpe Ratio (5Y) | 0.1921 |
| Historical Sortino (5Y) | 0.2521 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.99% |