Utz Brands Inc (UTZ)
18.45
+0.03
(+0.16%)
USD |
NYSE |
May 10, 12:47
Utz Brands Max Drawdown (5Y): 60.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.58% |
| March 31, 2024 | 60.58% |
| February 29, 2024 | 60.58% |
| January 31, 2024 | 60.58% |
| December 31, 2023 | 60.58% |
| November 30, 2023 | 60.58% |
| October 31, 2023 | 60.58% |
| September 30, 2023 | 58.42% |
| August 31, 2023 | 58.42% |
| July 31, 2023 | 58.42% |
| June 30, 2023 | 58.42% |
| May 31, 2023 | 58.42% |
| April 30, 2023 | 58.42% |
| March 31, 2023 | 58.42% |
| February 28, 2023 | 58.42% |
| January 31, 2023 | 58.42% |
| December 31, 2022 | 58.42% |
| November 30, 2022 | 58.42% |
| October 31, 2022 | 58.42% |
| September 30, 2022 | 58.42% |
| August 31, 2022 | 58.42% |
| July 31, 2022 | 58.42% |
| June 30, 2022 | 58.42% |
| May 31, 2022 | 58.22% |
| April 30, 2022 | 54.47% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.47% |
| February 28, 2022 | 54.05% |
| January 31, 2022 | 54.05% |
| December 31, 2021 | 54.05% |
| November 30, 2021 | 52.78% |
| October 31, 2021 | 49.30% |
| September 30, 2021 | 42.68% |
| August 31, 2021 | 41.16% |
| July 31, 2021 | 27.28% |
| June 30, 2021 | 27.28% |
| May 31, 2021 | 23.28% |
| April 30, 2021 | 12.83% |
| March 31, 2021 | 12.83% |
| February 28, 2021 | 12.83% |
| January 31, 2021 | 12.83% |
| December 31, 2020 | 12.83% |
| November 30, 2020 | 12.83% |
| October 31, 2020 | 12.83% |
| September 30, 2020 | 12.83% |
| August 31, 2020 | 9.79% |
| July 31, 2020 | 9.79% |
| June 30, 2020 | 9.79% |
| May 31, 2020 | 9.79% |
| April 30, 2020 | 9.79% |
| March 31, 2020 | 9.79% |
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
2.66%
Minimum
May 2019
60.58%
Maximum
Oct 2023
35.74%
Average
51.04%
Median
Max Drawdown (5Y) Benchmarks
| Post Holdings Inc | 45.25% |
| Mondelez International Inc | 29.74% |
| The Kraft Heinz Co | 75.99% |
| J&J Snack Foods Corp | 44.12% |
| Acme United Corp | 52.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8644 |
| Beta (5Y) | 0.9673 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.08% |
| Historical Sharpe Ratio (5Y) | 0.332 |
| Historical Sortino (5Y) | 0.6178 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.97% |