Universal Corp (UVV)
51.70
+0.35
(+0.68%)
USD |
NYSE |
Nov 05, 10:28
Universal Max Drawdown (5Y): 45.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.67% |
| September 30, 2024 | 45.67% |
| August 31, 2024 | 45.67% |
| July 31, 2024 | 45.67% |
| June 30, 2024 | 45.67% |
| May 31, 2024 | 45.67% |
| April 30, 2024 | 45.67% |
| March 31, 2024 | 45.67% |
| February 29, 2024 | 45.67% |
| January 31, 2024 | 45.67% |
| December 31, 2023 | 45.67% |
| November 30, 2023 | 45.67% |
| October 31, 2023 | 45.67% |
| September 30, 2023 | 45.67% |
| August 31, 2023 | 45.67% |
| July 31, 2023 | 45.67% |
| June 30, 2023 | 45.67% |
| May 31, 2023 | 45.67% |
| April 30, 2023 | 45.67% |
| March 31, 2023 | 45.67% |
| February 28, 2023 | 45.67% |
| January 31, 2023 | 45.67% |
| December 31, 2022 | 45.67% |
| November 30, 2022 | 45.67% |
| October 31, 2022 | 45.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.67% |
| August 31, 2022 | 45.67% |
| July 31, 2022 | 45.67% |
| June 30, 2022 | 45.67% |
| May 31, 2022 | 45.67% |
| April 30, 2022 | 45.67% |
| March 31, 2022 | 45.67% |
| February 28, 2022 | 45.67% |
| January 31, 2022 | 45.67% |
| December 31, 2021 | 45.67% |
| November 30, 2021 | 45.67% |
| October 31, 2021 | 45.67% |
| September 30, 2021 | 45.67% |
| August 31, 2021 | 45.67% |
| July 31, 2021 | 45.67% |
| June 30, 2021 | 45.67% |
| May 31, 2021 | 45.67% |
| April 30, 2021 | 45.67% |
| March 31, 2021 | 45.67% |
| February 28, 2021 | 45.67% |
| January 31, 2021 | 45.67% |
| December 31, 2020 | 45.67% |
| November 30, 2020 | 45.67% |
| October 31, 2020 | 45.67% |
| September 30, 2020 | 45.67% |
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
40.91%
Minimum
Nov 2019
45.67%
Maximum
Mar 2020
45.35%
Average
45.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Andersons Inc | 72.73% |
| Tarsier Ltd | 99.80% |
| Sadot Group Inc | -- |
| Amcon Distributing Co | 54.99% |
| LQR House Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.573 |
| Beta (5Y) | 0.7762 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.61% |
| Historical Sharpe Ratio (5Y) | 0.0886 |
| Historical Sortino (5Y) | 0.1725 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.01% |