Unilever PLC (UNLYF)

56.39 -1.65 (-2.84%) USD  |  OTCM  |  Dec 20, 16:00
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Unilever Max Drawdown (5Y): 30.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Coca-Cola Europacific Partners PLC 48.77%
Diageo PLC 43.02%
Nomad Foods Ltd 59.04%
Bright Scholar Education Holdings Ltd 98.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.274
Beta (5Y) 0.4218
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.48%
Historical Sharpe Ratio (5Y) 0.1152
Historical Sortino (5Y) 0.1712
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.89%