Invesco DB US Dollar Bullish (UUP)
27.88
+0.10 (+0.36%)
USD |
NYSEARCA |
Mar 31, 16:00
27.91
+0.03 (+0.11%)
After-Hours: 20:00
UUP Max Drawdown (5Y): 14.24% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 14.24% |
| January 31, 2023 | 14.24% |
| December 31, 2022 | 14.24% |
| November 30, 2022 | 14.24% |
| October 31, 2022 | 14.24% |
| September 30, 2022 | 14.24% |
| August 31, 2022 | 14.24% |
| July 31, 2022 | 14.24% |
| June 30, 2022 | 14.24% |
| May 31, 2022 | 14.24% |
| April 30, 2022 | 14.24% |
| March 31, 2022 | 14.24% |
| February 28, 2022 | 14.24% |
| January 31, 2022 | 14.24% |
| December 31, 2021 | 14.24% |
| November 30, 2021 | 14.24% |
| October 31, 2021 | 14.24% |
| September 30, 2021 | 14.24% |
| August 31, 2021 | 14.24% |
| July 31, 2021 | 14.24% |
| June 30, 2021 | 14.24% |
| May 31, 2021 | 14.24% |
| April 30, 2021 | 14.24% |
| March 31, 2021 | 14.24% |
| February 28, 2021 | 14.24% |
| Date | Value |
|---|---|
| January 31, 2021 | 14.24% |
| December 31, 2020 | 13.96% |
| November 30, 2020 | 13.29% |
| October 31, 2020 | 13.29% |
| September 30, 2020 | 13.29% |
| August 31, 2020 | 13.29% |
| July 31, 2020 | 13.29% |
| June 30, 2020 | 13.29% |
| May 31, 2020 | 13.29% |
| April 30, 2020 | 13.29% |
| March 31, 2020 | 13.29% |
| February 29, 2020 | 13.29% |
| January 31, 2020 | 13.29% |
| December 31, 2019 | 13.29% |
| November 30, 2019 | 13.29% |
| October 31, 2019 | 13.29% |
| September 30, 2019 | 13.29% |
| August 31, 2019 | 13.29% |
| July 31, 2019 | 13.29% |
| June 30, 2019 | 14.56% |
| May 31, 2019 | 15.99% |
| April 30, 2019 | 17.50% |
| March 31, 2019 | 17.69% |
| February 28, 2019 | 18.08% |
| January 31, 2019 | 18.08% |
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
13.29%
Minimum
Jul 2019
20.26%
Maximum
Apr 2018
15.04%
Average
14.24%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.544 |
| Beta (5Y) | -0.1535 |
| Alpha (vs YCharts Benchmark) (5Y) | 4.544 |
| Beta (vs YCharts Benchmark) (5Y) | -0.1535 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 6.33% |
| Historical Sharpe Ratio (5Y) | 0.5425 |
| Historical Sortino (5Y) | 0.8083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 2.89% |