United Parcel Service Inc (UPS)
109.66
-1.35
(-1.22%)
USD |
NYSE |
Mar 28, 16:00
109.71
+0.05
(+0.05%)
After-Hours: 20:00
United Parcel Service Max Drawdown (5Y): 46.07% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| FedEx Corp | 65.96% |
| Southwest Airlines Co | 64.57% |
| American Airlines Group Inc | 84.14% |
| Boeing Co | 77.92% |
| Schneider National Inc | 43.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.642 |
| Beta (5Y) | 0.9444 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.83% |
| Historical Sharpe Ratio (5Y) | 0.2302 |
| Historical Sortino (5Y) | 0.4865 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.52% |