United Parcel Service, Inc. (UPS)
93.02
-0.87
(-0.93%)
USD |
NYSE |
Oct 02, 16:00
93.09
+0.07
(+0.08%)
After-Hours: 20:00
United Parcel Service Max Drawdown (5Y) : 57.96% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 57.96% |
| August 31, 2026 | 57.96% |
| July 31, 2026 | 57.96% |
| June 30, 2026 | 57.96% |
| May 31, 2026 | 57.96% |
| April 30, 2026 | 57.96% |
| March 31, 2026 | 57.96% |
| February 28, 2026 | 57.96% |
| January 31, 2026 | 57.96% |
| December 31, 2025 | 57.96% |
| November 30, 2025 | 57.96% |
| October 31, 2025 | 57.96% |
| September 30, 2025 | 57.96% |
| August 31, 2025 | 57.78% |
| July 31, 2025 | 56.96% |
| June 30, 2025 | 54.83% |
| May 31, 2025 | 54.83% |
| April 30, 2025 | 54.83% |
| March 31, 2025 | 46.11% |
| February 28, 2025 | 46.07% |
| January 31, 2025 | 44.65% |
| December 31, 2024 | 41.69% |
| November 30, 2024 | 41.69% |
| October 31, 2024 | 41.69% |
| September 30, 2024 | 41.69% |
| Date | Value |
|---|---|
| August 31, 2024 | 41.69% |
| July 31, 2024 | 39.91% |
| June 30, 2024 | 38.36% |
| May 31, 2024 | 38.36% |
| April 30, 2024 | 38.36% |
| March 31, 2024 | 38.36% |
| February 29, 2024 | 38.36% |
| January 31, 2024 | 38.36% |
| December 31, 2023 | 38.36% |
| November 30, 2023 | 38.36% |
| October 31, 2023 | 38.36% |
| September 30, 2023 | 30.78% |
| August 31, 2023 | 30.78% |
| July 31, 2023 | 30.78% |
| June 30, 2023 | 30.78% |
| May 31, 2023 | 30.78% |
| April 30, 2023 | 30.78% |
| March 31, 2023 | 30.78% |
| February 28, 2023 | 30.78% |
| January 31, 2023 | 30.78% |
| December 31, 2022 | 30.78% |
| November 30, 2022 | 30.78% |
| October 31, 2022 | 30.78% |
| September 30, 2022 | 30.78% |
| August 31, 2022 | 30.78% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| FedEx Corp. | 53.71% |
| C.H. Robinson Worldwide, Inc. | 40.56% |
| GXO Logistics, Inc. | 69.56% |
| The Boeing Co. | 73.08% |
| Old Dominion Freight Line, Inc. | 45.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.74 |
| Beta (5Y) | 1.069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.39% |
| Historical Sharpe Ratio (5Y) | -0.4565 |
| Historical Sortino (5Y) | -0.7054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.05% |