United Overseas Bank Ltd (UOVEY)
54.05
+0.01
(+0.02%)
USD |
OTCM |
Nov 21, 16:00
United Overseas Bank Max Drawdown (5Y): 43.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 43.81% |
September 30, 2024 | 43.81% |
August 31, 2024 | 43.81% |
July 31, 2024 | 43.81% |
June 30, 2024 | 43.81% |
May 31, 2024 | 43.81% |
April 30, 2024 | 43.81% |
March 31, 2024 | 43.81% |
February 29, 2024 | 43.81% |
January 31, 2024 | 43.81% |
December 31, 2023 | 43.81% |
November 30, 2023 | 43.81% |
October 31, 2023 | 43.81% |
September 30, 2023 | 43.81% |
August 31, 2023 | 43.81% |
July 31, 2023 | 43.81% |
June 30, 2023 | 43.81% |
May 31, 2023 | 43.81% |
April 30, 2023 | 43.81% |
March 31, 2023 | 43.81% |
February 28, 2023 | 43.81% |
January 31, 2023 | 43.81% |
December 31, 2022 | 43.81% |
November 30, 2022 | 43.81% |
October 31, 2022 | 43.81% |
Date | Value |
---|---|
September 30, 2022 | 43.81% |
August 31, 2022 | 43.81% |
July 31, 2022 | 43.81% |
June 30, 2022 | 43.81% |
May 31, 2022 | 43.81% |
April 30, 2022 | 43.81% |
March 31, 2022 | 43.81% |
February 28, 2022 | 43.81% |
January 31, 2022 | 43.81% |
December 31, 2021 | 43.81% |
November 30, 2021 | 43.81% |
October 31, 2021 | 43.81% |
September 30, 2021 | 43.81% |
August 31, 2021 | 43.81% |
July 31, 2021 | 43.81% |
June 30, 2021 | 43.81% |
May 31, 2021 | 43.81% |
April 30, 2021 | 43.81% |
March 31, 2021 | 43.81% |
February 28, 2021 | 43.81% |
January 31, 2021 | 43.81% |
December 31, 2020 | 43.81% |
November 30, 2020 | 43.81% |
October 31, 2020 | 43.81% |
September 30, 2020 | 43.81% |
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
35.04%
Minimum
Nov 2019
43.81%
Maximum
Mar 2020
43.23%
Average
43.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.243 |
Beta (5Y) | 0.7315 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.01% |
Historical Sharpe Ratio (5Y) | 0.3129 |
Historical Sortino (5Y) | 0.4179 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.70% |