Univest Financial Corp (UVSP)
30.92
+0.47
(+1.54%)
USD |
NASDAQ |
Nov 21, 16:00
23.92
-7.00
(-22.64%)
After-Hours: 05:09
Univest Financial Max Drawdown (5Y): 53.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.40% |
| September 30, 2024 | 53.40% |
| August 31, 2024 | 53.40% |
| July 31, 2024 | 53.40% |
| June 30, 2024 | 53.40% |
| May 31, 2024 | 53.40% |
| April 30, 2024 | 53.40% |
| March 31, 2024 | 53.40% |
| February 29, 2024 | 53.40% |
| January 31, 2024 | 53.40% |
| December 31, 2023 | 53.40% |
| November 30, 2023 | 53.40% |
| October 31, 2023 | 53.40% |
| September 30, 2023 | 53.40% |
| August 31, 2023 | 53.40% |
| July 31, 2023 | 53.40% |
| June 30, 2023 | 53.40% |
| May 31, 2023 | 53.40% |
| April 30, 2023 | 53.40% |
| March 31, 2023 | 53.40% |
| February 28, 2023 | 53.40% |
| January 31, 2023 | 53.40% |
| December 31, 2022 | 53.40% |
| November 30, 2022 | 53.40% |
| October 31, 2022 | 53.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.40% |
| August 31, 2022 | 53.40% |
| July 31, 2022 | 53.40% |
| June 30, 2022 | 53.40% |
| May 31, 2022 | 53.40% |
| April 30, 2022 | 53.40% |
| March 31, 2022 | 53.40% |
| February 28, 2022 | 53.40% |
| January 31, 2022 | 53.40% |
| December 31, 2021 | 53.40% |
| November 30, 2021 | 53.40% |
| October 31, 2021 | 53.40% |
| September 30, 2021 | 53.40% |
| August 31, 2021 | 53.40% |
| July 31, 2021 | 53.40% |
| June 30, 2021 | 53.40% |
| May 31, 2021 | 53.40% |
| April 30, 2021 | 53.40% |
| March 31, 2021 | 53.40% |
| February 28, 2021 | 53.40% |
| January 31, 2021 | 53.40% |
| December 31, 2020 | 53.40% |
| November 30, 2020 | 53.40% |
| October 31, 2020 | 53.40% |
| September 30, 2020 | 53.40% |
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
33.65%
Minimum
Nov 2019
53.40%
Maximum
Mar 2020
52.08%
Average
53.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Bancorp Inc | 73.77% |
| Tompkins Financial Corp | 47.80% |
| Alerus Financial Corp | 61.65% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.273 |
| Beta (5Y) | 0.8540 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.92% |
| Historical Sharpe Ratio (5Y) | 0.0766 |
| Historical Sortino (5Y) | 0.1108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.48% |