Union Pacific Corp (UNP)
237.70
-3.08
(-1.28%)
USD |
NYSE |
Dec 03, 12:44
Union Pacific Max Drawdown (5Y): 38.71% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 38.71% |
| October 31, 2024 | 38.71% |
| September 30, 2024 | 38.71% |
| August 31, 2024 | 38.71% |
| July 31, 2024 | 38.71% |
| June 30, 2024 | 38.71% |
| May 31, 2024 | 38.71% |
| April 30, 2024 | 38.71% |
| March 31, 2024 | 38.71% |
| February 29, 2024 | 38.71% |
| January 31, 2024 | 38.71% |
| December 31, 2023 | 38.71% |
| November 30, 2023 | 38.71% |
| October 31, 2023 | 38.71% |
| September 30, 2023 | 38.71% |
| August 31, 2023 | 38.71% |
| July 31, 2023 | 38.71% |
| June 30, 2023 | 38.71% |
| May 31, 2023 | 38.71% |
| April 30, 2023 | 38.71% |
| March 31, 2023 | 38.71% |
| February 28, 2023 | 38.71% |
| January 31, 2023 | 38.71% |
| December 31, 2022 | 38.71% |
| November 30, 2022 | 38.71% |
| Date | Value |
|---|---|
| October 31, 2022 | 38.71% |
| September 30, 2022 | 38.71% |
| August 31, 2022 | 38.71% |
| July 31, 2022 | 38.71% |
| June 30, 2022 | 38.71% |
| May 31, 2022 | 38.71% |
| April 30, 2022 | 38.71% |
| March 31, 2022 | 38.71% |
| February 28, 2022 | 38.71% |
| January 31, 2022 | 38.71% |
| December 31, 2021 | 38.71% |
| November 30, 2021 | 38.71% |
| October 31, 2021 | 38.71% |
| September 30, 2021 | 38.71% |
| August 31, 2021 | 38.71% |
| July 31, 2021 | 38.71% |
| June 30, 2021 | 38.71% |
| May 31, 2021 | 38.71% |
| April 30, 2021 | 38.71% |
| March 31, 2021 | 38.71% |
| February 28, 2021 | 38.71% |
| January 31, 2021 | 40.76% |
| December 31, 2020 | 43.17% |
| November 30, 2020 | 43.17% |
| October 31, 2020 | 43.17% |
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
38.71%
Minimum
Feb 2021
43.17%
Maximum
Dec 2019
39.71%
Average
38.71%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Norfolk Southern Corp | 44.42% |
| CSX Corp | 40.55% |
| Southwest Airlines Co | 64.57% |
| USD Partners LP | 99.84% |
| American Airlines Group Inc | 84.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.395 |
| Beta (5Y) | 1.050 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.92% |
| Historical Sharpe Ratio (5Y) | 0.2659 |
| Historical Sortino (5Y) | 0.3713 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.36% |