Service Corp International (SCI)
72.14
+0.43
(+0.60%)
USD |
NYSE |
May 01, 15:46
Service Corp International Max Drawdown (5Y): 34.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.00% |
March 31, 2024 | 34.00% |
February 29, 2024 | 34.00% |
January 31, 2024 | 34.00% |
December 31, 2023 | 34.00% |
November 30, 2023 | 34.00% |
October 31, 2023 | 34.00% |
September 30, 2023 | 34.00% |
August 31, 2023 | 34.00% |
July 31, 2023 | 34.00% |
June 30, 2023 | 34.00% |
May 31, 2023 | 34.00% |
April 30, 2023 | 34.00% |
March 31, 2023 | 34.00% |
February 28, 2023 | 34.00% |
January 31, 2023 | 34.00% |
December 31, 2022 | 34.00% |
November 30, 2022 | 34.00% |
October 31, 2022 | 34.00% |
September 30, 2022 | 34.00% |
August 31, 2022 | 34.00% |
July 31, 2022 | 34.00% |
June 30, 2022 | 34.00% |
May 31, 2022 | 34.00% |
April 30, 2022 | 34.00% |
Date | Value |
---|---|
March 31, 2022 | 34.00% |
February 28, 2022 | 34.00% |
January 31, 2022 | 34.00% |
December 31, 2021 | 34.00% |
November 30, 2021 | 34.00% |
October 31, 2021 | 34.00% |
September 30, 2021 | 34.00% |
August 31, 2021 | 34.00% |
July 31, 2021 | 34.00% |
June 30, 2021 | 34.00% |
May 31, 2021 | 34.00% |
April 30, 2021 | 34.00% |
March 31, 2021 | 34.00% |
February 28, 2021 | 34.00% |
January 31, 2021 | 34.00% |
December 31, 2020 | 34.00% |
November 30, 2020 | 34.00% |
October 31, 2020 | 34.00% |
September 30, 2020 | 34.00% |
August 31, 2020 | 34.00% |
July 31, 2020 | 34.00% |
June 30, 2020 | 34.00% |
May 31, 2020 | 34.00% |
April 30, 2020 | 34.00% |
March 31, 2020 | 33.72% |
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
31.63%
Minimum
May 2019
34.00%
Maximum
Apr 2020
33.60%
Average
34.00%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Carriage Services Inc | 68.54% |
Patrick Industries Inc | 72.61% |
WW International Inc | 96.72% |
Frontdoor Inc | 66.39% |
Driven Brands Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.294 |
Beta (5Y) | 0.8082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.46% |
Historical Sharpe Ratio (5Y) | 0.4116 |
Historical Sortino (5Y) | 0.6249 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |