Ulta Beauty Inc (ULTA)
401.52
-2.44
(-0.60%)
USD |
NASDAQ |
May 14, 16:00
402.70
+1.18
(+0.29%)
After-Hours: 20:00
Ulta Beauty Max Drawdown (5Y): 64.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.92% |
March 31, 2024 | 64.92% |
February 29, 2024 | 64.92% |
January 31, 2024 | 64.92% |
December 31, 2023 | 64.92% |
November 30, 2023 | 64.92% |
October 31, 2023 | 64.92% |
September 30, 2023 | 64.92% |
August 31, 2023 | 64.92% |
July 31, 2023 | 64.92% |
June 30, 2023 | 64.92% |
May 31, 2023 | 64.92% |
April 30, 2023 | 64.92% |
March 31, 2023 | 64.92% |
February 28, 2023 | 64.92% |
January 31, 2023 | 64.92% |
December 31, 2022 | 64.92% |
November 30, 2022 | 64.92% |
October 31, 2022 | 64.92% |
September 30, 2022 | 64.92% |
August 31, 2022 | 64.92% |
July 31, 2022 | 64.92% |
June 30, 2022 | 64.92% |
May 31, 2022 | 64.92% |
April 30, 2022 | 64.92% |
Date | Value |
---|---|
March 31, 2022 | 64.92% |
February 28, 2022 | 64.92% |
January 31, 2022 | 64.92% |
December 31, 2021 | 64.92% |
November 30, 2021 | 64.92% |
October 31, 2021 | 64.92% |
September 30, 2021 | 64.92% |
August 31, 2021 | 64.92% |
July 31, 2021 | 64.92% |
June 30, 2021 | 64.92% |
May 31, 2021 | 64.92% |
April 30, 2021 | 64.92% |
March 31, 2021 | 64.92% |
February 28, 2021 | 64.92% |
January 31, 2021 | 64.92% |
December 31, 2020 | 64.92% |
November 30, 2020 | 64.92% |
October 31, 2020 | 64.92% |
September 30, 2020 | 64.92% |
August 31, 2020 | 64.92% |
July 31, 2020 | 64.92% |
June 30, 2020 | 64.92% |
May 31, 2020 | 64.92% |
April 30, 2020 | 64.92% |
March 31, 2020 | 64.92% |
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
39.39%
Minimum
May 2019
64.92%
Maximum
Mar 2020
60.67%
Average
64.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Dick's Sporting Goods Inc | 70.81% |
Sally Beauty Holdings Inc | 79.27% |
e.l.f. Beauty Inc | 74.39% |
Gap Inc | 83.18% |
Williams-Sonoma Inc | 60.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.18 |
Beta (5Y) | 1.359 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.38% |
Historical Sharpe Ratio (5Y) | 0.0245 |
Historical Sortino (5Y) | 0.0298 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.09% |