UPS CDR Maximum Drawdown
| UPS Stock | | | 12.41 0.33 2.73% |
The Maximum Drawdown reading for UPS CDR is computed from historical trading observations. Normalization methods and data feeds may affect reported values. UPS CDR has a market cap of 85.4 B. For allocation context, review
World Market Map. UPS CDR can be added to a watchlist or portfolio for position tracking. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence UPS CDR's company valuation — related indicators include
signals in inflation.
UPS CDR has current Maximum Drawdown of 10.07. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.
Maximum Drawdown | = | MAX(HIGH - LOW) |
| = | 10.07 | |
| MAX | = | Maximum notation for the range of returns on UPS CDR |
Maximum Drawdown Peers Comparison
Maximum Drawdown Relative To Other Indicators
UPS CDR lands at
#4 in maximum drawdown compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
1.00 in Maximum Drawdown for each unit of Maximum Drawdown.
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
Compare UPS CDR to Peers
Other Technical Indicators