United Parcel Service, Inc. (UPS)
100.28
+0.31
(+0.31%)
USD |
NYSE |
Sep 11, 16:00
100.31
+0.03
(+0.03%)
Pre-Market: 08:17
United Parcel Service Max Drawdown (5Y) : 57.96% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 41.69% |
| Date | Value |
|---|---|
| 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% |
| July 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% |
| Old Dominion Freight Line, Inc. | 45.18% |
| J.B. Hunt Transport Services, Inc. | 42.41% |
| XPO, Inc. | 53.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.91 |
| Beta (5Y) | 1.061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.30% |
| Historical Sharpe Ratio (5Y) | -0.4292 |
| Historical Sortino (5Y) | -0.6599 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.05% |