United Parcel Service Inc (UPS)
146.68
-2.19
(-1.47%)
USD |
NYSE |
Apr 24, 16:00
146.06
-0.62
(-0.42%)
After-Hours: 20:00
United Parcel Service Max Drawdown (5Y): 38.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.36% |
| February 29, 2024 | 38.36% |
| January 31, 2024 | 38.36% |
| December 31, 2023 | 38.36% |
| November 30, 2023 | 38.36% |
| October 31, 2023 | 38.36% |
| September 30, 2023 | 30.78% |
| August 31, 2023 | 30.78% |
| July 31, 2023 | 30.78% |
| June 30, 2023 | 30.78% |
| May 31, 2023 | 30.78% |
| April 30, 2023 | 30.78% |
| March 31, 2023 | 30.78% |
| February 28, 2023 | 30.78% |
| January 31, 2023 | 30.78% |
| December 31, 2022 | 30.78% |
| November 30, 2022 | 30.78% |
| October 31, 2022 | 30.78% |
| September 30, 2022 | 30.78% |
| August 31, 2022 | 30.78% |
| July 31, 2022 | 30.78% |
| June 30, 2022 | 30.78% |
| May 31, 2022 | 30.78% |
| April 30, 2022 | 30.78% |
| March 31, 2022 | 30.78% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.78% |
| January 31, 2022 | 30.78% |
| December 31, 2021 | 30.78% |
| November 30, 2021 | 30.78% |
| October 31, 2021 | 30.78% |
| September 30, 2021 | 30.78% |
| August 31, 2021 | 30.78% |
| July 31, 2021 | 30.78% |
| June 30, 2021 | 30.78% |
| May 31, 2021 | 30.78% |
| April 30, 2021 | 30.78% |
| March 31, 2021 | 30.78% |
| February 28, 2021 | 30.78% |
| January 31, 2021 | 30.78% |
| December 31, 2020 | 30.78% |
| November 30, 2020 | 30.78% |
| October 31, 2020 | 30.78% |
| September 30, 2020 | 30.78% |
| August 31, 2020 | 30.78% |
| July 31, 2020 | 30.78% |
| June 30, 2020 | 30.78% |
| May 31, 2020 | 30.78% |
| April 30, 2020 | 30.78% |
| March 31, 2020 | 30.78% |
| February 29, 2020 | 30.78% |
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
30.78%
Minimum
Apr 2019
38.36%
Maximum
Oct 2023
31.54%
Average
30.78%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| JetBlue Airways Corp | 82.95% |
| FedEx Corp | 65.96% |
| Union Pacific Corp | 38.71% |
| CSX Corp | 40.55% |
| Honeywell International Inc | 43.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.332 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.62% |
| Historical Sharpe Ratio (5Y) | 0.2404 |
| Historical Sortino (5Y) | 0.4828 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.96% |