United Parcel Service Inc (UPS)

125.68 +3.03 (+2.47%) USD  |  NYSE  |  Dec 20, 16:00
125.56 -0.12 (-0.10%) After-Hours: 20:00
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United Parcel Service Max Drawdown (5Y): 41.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Southwest Airlines Co 64.57%
FedEx Corp 65.96%
C.H. Robinson Worldwide Inc 40.56%
Air Transport Services Group Inc 65.51%
Hub Group Inc 37.59%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.406
Beta (5Y) 0.9825
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.40%
Historical Sharpe Ratio (5Y) 0.1222
Historical Sortino (5Y) 0.2461
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.14%