UOL Group Ltd (UOLGY)
16.51
-0.07
(-0.44%)
USD |
OTCM |
May 21, 12:28
UOL Group Max Drawdown (5Y): 42.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.05% |
March 31, 2024 | 42.05% |
February 29, 2024 | 42.05% |
January 31, 2024 | 42.05% |
December 31, 2023 | 42.05% |
November 30, 2023 | 42.05% |
October 31, 2023 | 42.05% |
September 30, 2023 | 42.05% |
August 31, 2023 | 42.05% |
July 31, 2023 | 42.05% |
June 30, 2023 | 42.05% |
May 31, 2023 | 42.05% |
April 30, 2023 | 42.05% |
March 31, 2023 | 42.05% |
February 28, 2023 | 42.05% |
January 31, 2023 | 42.05% |
December 31, 2022 | 42.05% |
November 30, 2022 | 42.05% |
October 31, 2022 | 42.05% |
September 30, 2022 | 42.05% |
August 31, 2022 | 42.05% |
July 31, 2022 | 42.05% |
June 30, 2022 | 42.05% |
May 31, 2022 | 42.05% |
April 30, 2022 | 42.05% |
Date | Value |
---|---|
March 31, 2022 | 42.05% |
February 28, 2022 | 42.05% |
January 31, 2022 | 42.05% |
December 31, 2021 | 42.05% |
November 30, 2021 | 42.05% |
October 31, 2021 | 42.05% |
September 30, 2021 | 42.05% |
August 31, 2021 | 42.05% |
July 31, 2021 | 42.05% |
June 30, 2021 | 42.05% |
May 31, 2021 | 42.05% |
April 30, 2021 | 42.05% |
March 31, 2021 | 42.05% |
February 28, 2021 | 42.05% |
January 31, 2021 | 42.05% |
December 31, 2020 | 42.05% |
November 30, 2020 | 42.05% |
October 31, 2020 | 42.05% |
September 30, 2020 | 42.05% |
August 31, 2020 | 42.05% |
July 31, 2020 | 42.05% |
June 30, 2020 | 42.05% |
May 31, 2020 | 42.05% |
April 30, 2020 | 42.05% |
March 31, 2020 | 42.05% |
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
38.41%
Minimum
May 2019
42.05%
Maximum
Mar 2020
41.44%
Average
42.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
City Developments Ltd | 58.28% |
CapitaLand India Trust | 43.53% |
Yanlord Land Group Ltd | -- |
CapitaLand Investment Ltd | -- |
Ohmyhome Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.36 |
Beta (5Y) | 0.73 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.78% |
Historical Sharpe Ratio (5Y) | -0.2198 |
Historical Sortino (5Y) | -0.3072 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.26% |