Upwork Inc (UPWK)
11.26
+0.16
(+1.40%)
USD |
NASDAQ |
Apr 17, 16:00
11.26
0.00 (0.00%)
After-Hours: 20:00
Upwork Max Drawdown (5Y): 87.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.48% |
| February 29, 2024 | 87.48% |
| January 31, 2024 | 87.48% |
| December 31, 2023 | 87.48% |
| November 30, 2023 | 87.48% |
| October 31, 2023 | 87.48% |
| September 30, 2023 | 87.48% |
| August 31, 2023 | 87.48% |
| July 31, 2023 | 87.48% |
| June 30, 2023 | 87.48% |
| May 31, 2023 | 87.48% |
| April 30, 2023 | 84.48% |
| March 31, 2023 | 83.67% |
| February 28, 2023 | 83.67% |
| January 31, 2023 | 83.67% |
| December 31, 2022 | 83.67% |
| November 30, 2022 | 81.20% |
| October 31, 2022 | 79.67% |
| September 30, 2022 | 77.64% |
| August 31, 2022 | 77.42% |
| July 31, 2022 | 77.42% |
| June 30, 2022 | 77.42% |
| May 31, 2022 | 77.42% |
| April 30, 2022 | 77.42% |
| March 31, 2022 | 77.42% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.42% |
| January 31, 2022 | 77.42% |
| December 31, 2021 | 77.42% |
| November 30, 2021 | 77.42% |
| October 31, 2021 | 77.42% |
| September 30, 2021 | 77.42% |
| August 31, 2021 | 77.42% |
| July 31, 2021 | 77.42% |
| June 30, 2021 | 77.42% |
| May 31, 2021 | 77.42% |
| April 30, 2021 | 77.42% |
| March 31, 2021 | 77.42% |
| February 28, 2021 | 77.42% |
| January 31, 2021 | 77.42% |
| December 31, 2020 | 77.42% |
| November 30, 2020 | 77.42% |
| October 31, 2020 | 77.42% |
| September 30, 2020 | 77.42% |
| August 31, 2020 | 77.42% |
| July 31, 2020 | 77.42% |
| June 30, 2020 | 77.42% |
| May 31, 2020 | 77.42% |
| April 30, 2020 | 77.42% |
| March 31, 2020 | 77.29% |
| February 29, 2020 | 65.93% |
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
24.41%
Minimum
Apr 2019
87.48%
Maximum
May 2023
74.24%
Average
77.42%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| SGD Holdings Ltd | 99.07% |
| Novus Robotics Inc | 99.96% |
| Longwen Group Corp | 99.79% |
| Deere & Co | 37.91% |
| Automatic Data Processing Inc | 39.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.34 |
| Beta (5Y) | 1.672 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.81% |
| Historical Sharpe Ratio (5Y) | -0.1465 |
| Historical Sortino (5Y) | -0.3757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.88% |