United States Natural Gas (UNG)
6.90
+0.07 (+1.02%)
USD |
NYSEARCA |
Mar 29, 16:00
6.90
0.00 (0.00%)
After-Hours: 18:38
UNG Max Drawdown (5Y): 82.75% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| April 30, 2020 | 88.25% |
| March 31, 2020 | 88.25% |
| February 29, 2020 | 88.25% |
| January 31, 2020 | 88.25% |
| December 31, 2019 | 88.25% |
| November 30, 2019 | 88.25% |
| October 31, 2019 | 88.25% |
| September 30, 2019 | 88.25% |
| August 31, 2019 | 88.25% |
| July 31, 2019 | 88.25% |
| June 30, 2019 | 88.25% |
| May 31, 2019 | 88.25% |
| April 30, 2019 | 88.25% |
| March 31, 2019 | 88.25% |
| February 28, 2019 | 88.25% |
| January 31, 2019 | 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
93.80%
Maximum
Mar 2018
86.41%
Average
88.25%
Median
Sep 2018
Max Drawdown (5Y) Benchmarks
| United States 12 Month Natural Gas | 59.48% |
| United States Oil | 88.98% |
| iShares Silver Trust | 42.81% |
| SPDR® Gold Shares | 22.00% |
| Invesco DB Agriculture | 43.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.58 |
| Beta (5Y) | 1.997 |
| Alpha (vs YCharts Benchmark) (5Y) | -25.58 |
| Beta (vs YCharts Benchmark) (5Y) | 1.997 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.07% |
| Historical Sharpe Ratio (5Y) | -0.0084 |
| Historical Sortino (5Y) | -0.0147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.17% |