Universal Music Group NV (UMGNF)
15.85
-0.05
(-0.31%)
USD |
OTCM |
Oct 02, 16:00
Universal Music Group Max Drawdown (5Y) : 50.65% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 50.65% |
| August 31, 2026 | 49.40% |
| July 31, 2026 | 48.66% |
| June 30, 2026 | 46.31% |
| May 31, 2026 | 46.31% |
| April 30, 2026 | 46.31% |
| Date | Value |
|---|---|
| March 31, 2026 | 46.31% |
| February 28, 2026 | 46.31% |
| January 31, 2026 | 46.31% |
| December 31, 2025 | 46.31% |
| November 30, 2025 | 46.31% |
| October 31, 2025 | 46.31% |
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Warner Bros. Discovery, Inc. | 91.32% |
| Kartoon Studios, Inc. | 99.38% |
| The Movie Studio, Inc. | 99.27% |
| Garrison Film Productions, Inc. | 98.80% |
| Global Entertainment Holdings, Inc. | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.08 |
| Beta (5Y) | 1.151 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.03% |
| Historical Sharpe Ratio (5Y) | -0.3503 |
| Historical Sortino (5Y) | -0.5792 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.95% |