United States Natural Gas (UNG)
13.52
-0.23
(-1.67%)
USD |
NYSEARCA |
Jul 26, 16:00
13.49
-0.03
(-0.22%)
After-Hours: 20:00
UNG Max Drawdown (5Y): 89.60% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 89.60% |
| May 31, 2024 | 89.60% |
| April 30, 2024 | 89.60% |
| March 31, 2024 | 89.38% |
| February 29, 2024 | 89.07% |
| January 31, 2024 | 86.62% |
| December 31, 2023 | 86.62% |
| November 30, 2023 | 84.89% |
| October 31, 2023 | 84.89% |
| September 30, 2023 | 84.89% |
| August 31, 2023 | 84.89% |
| July 31, 2023 | 84.89% |
| June 30, 2023 | 84.89% |
| May 31, 2023 | 84.46% |
| April 30, 2023 | 83.70% |
| March 31, 2023 | 83.01% |
| February 28, 2023 | 82.75% |
| January 31, 2023 | 82.75% |
| December 31, 2022 | 82.75% |
| November 30, 2022 | 82.75% |
| October 31, 2022 | 82.75% |
| September 30, 2022 | 82.75% |
| August 31, 2022 | 82.75% |
| July 31, 2022 | 82.75% |
| June 30, 2022 | 82.75% |
| Date | Value |
|---|---|
| May 31, 2022 | 82.75% |
| April 30, 2022 | 82.75% |
| March 31, 2022 | 82.75% |
| February 28, 2022 | 82.75% |
| January 31, 2022 | 82.75% |
| December 31, 2021 | 82.75% |
| November 30, 2021 | 82.75% |
| October 31, 2021 | 82.75% |
| September 30, 2021 | 82.75% |
| August 31, 2021 | 82.75% |
| July 31, 2021 | 82.75% |
| June 30, 2021 | 82.75% |
| May 31, 2021 | 82.75% |
| April 30, 2021 | 82.75% |
| March 31, 2021 | 82.75% |
| February 28, 2021 | 85.56% |
| January 31, 2021 | 86.65% |
| December 31, 2020 | 87.97% |
| November 30, 2020 | 88.25% |
| October 31, 2020 | 88.25% |
| September 30, 2020 | 88.25% |
| August 31, 2020 | 88.25% |
| July 31, 2020 | 88.25% |
| June 30, 2020 | 88.25% |
| May 31, 2020 | 88.25% |
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
82.75%
Minimum
Mar 2021
89.60%
Maximum
Apr 2024
85.46%
Average
84.89%
Median
Jun 2023
Max Drawdown (5Y) Benchmarks
| Invesco DB Agriculture | 42.09% |
| Invesco DB Energy | 60.83% |
| Invesco DB Oil | 63.13% |
| United States Gasoline | 78.93% |
| United States 12 Month Natural Gas | 74.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.85 |
| Beta (5Y) | 2.062 |
| Alpha (vs YCharts Benchmark) (5Y) | -38.85 |
| Beta (vs YCharts Benchmark) (5Y) | 2.062 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.86% |
| Historical Sharpe Ratio (5Y) | -0.4656 |
| Historical Sortino (5Y) | -0.8163 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.63% |