United Parcel Service Inc (UPS)
131.38
-0.71
(-0.54%)
USD |
NYSE |
Nov 21, 16:00
131.61
+0.23
(+0.18%)
After-Hours: 20:00
United Parcel Service Max Drawdown (5Y): 41.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.69% |
| September 30, 2024 | 41.69% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 30.78% |
| August 31, 2022 | 30.78% |
| July 31, 2022 | 30.78% |
| June 30, 2022 | 30.78% |
| May 31, 2022 | 30.78% |
| April 30, 2022 | 30.78% |
| March 31, 2022 | 30.78% |
| February 28, 2022 | 30.78% |
| January 31, 2022 | 30.78% |
| December 31, 2021 | 30.78% |
| November 30, 2021 | 30.78% |
| October 31, 2021 | 30.78% |
| September 30, 2021 | 30.78% |
| August 31, 2021 | 30.78% |
| July 31, 2021 | 30.78% |
| June 30, 2021 | 30.78% |
| May 31, 2021 | 30.78% |
| April 30, 2021 | 30.78% |
| March 31, 2021 | 30.78% |
| February 28, 2021 | 30.78% |
| January 31, 2021 | 30.78% |
| December 31, 2020 | 30.78% |
| November 30, 2020 | 30.78% |
| October 31, 2020 | 30.78% |
| September 30, 2020 | 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
30.78%
Minimum
Nov 2019
41.69%
Maximum
Aug 2024
32.61%
Average
30.78%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| C.H. Robinson Worldwide Inc | 40.56% |
| Southwest Airlines Co | 64.57% |
| FedEx Corp | 65.96% |
| Air Transport Services Group Inc | 65.51% |
| American Airlines Group Inc | 84.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.580 |
| Beta (5Y) | 0.9929 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.44% |
| Historical Sharpe Ratio (5Y) | 0.1391 |
| Historical Sortino (5Y) | 0.28 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.19% |