Stepan Co (SCL)
85.68
+0.10
(+0.12%)
USD |
NYSE |
May 03, 16:00
85.68
0.00 (0.00%)
After-Hours: 20:00
Stepan Max Drawdown (5Y): 52.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.35% |
| March 31, 2024 | 52.35% |
| February 29, 2024 | 52.35% |
| January 31, 2024 | 52.35% |
| December 31, 2023 | 52.35% |
| November 30, 2023 | 52.35% |
| October 31, 2023 | 52.35% |
| September 30, 2023 | 45.09% |
| August 31, 2023 | 36.32% |
| July 31, 2023 | 33.84% |
| June 30, 2023 | 33.84% |
| May 31, 2023 | 33.84% |
| April 30, 2023 | 33.74% |
| March 31, 2023 | 32.15% |
| February 28, 2023 | 32.15% |
| January 31, 2023 | 32.15% |
| December 31, 2022 | 32.15% |
| November 30, 2022 | 32.15% |
| October 31, 2022 | 32.15% |
| September 30, 2022 | 32.15% |
| August 31, 2022 | 32.15% |
| July 31, 2022 | 32.15% |
| June 30, 2022 | 32.15% |
| May 31, 2022 | 32.15% |
| April 30, 2022 | 32.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.15% |
| February 28, 2022 | 32.15% |
| January 31, 2022 | 32.15% |
| December 31, 2021 | 32.15% |
| November 30, 2021 | 32.15% |
| October 31, 2021 | 32.15% |
| September 30, 2021 | 32.15% |
| August 31, 2021 | 32.15% |
| July 31, 2021 | 32.15% |
| June 30, 2021 | 32.15% |
| May 31, 2021 | 32.15% |
| April 30, 2021 | 32.15% |
| March 31, 2021 | 32.15% |
| February 28, 2021 | 32.15% |
| January 31, 2021 | 32.15% |
| December 31, 2020 | 32.15% |
| November 30, 2020 | 35.02% |
| October 31, 2020 | 35.48% |
| September 30, 2020 | 35.48% |
| August 31, 2020 | 35.48% |
| July 31, 2020 | 35.48% |
| June 30, 2020 | 37.71% |
| May 31, 2020 | 37.71% |
| April 30, 2020 | 37.71% |
| March 31, 2020 | 37.71% |
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
32.15%
Minimum
Dec 2020
52.35%
Maximum
Oct 2023
37.23%
Average
33.84%
Median
May 2023
Max Drawdown (5Y) Benchmarks
| Ecolab Inc | 43.71% |
| Koppers Holdings Inc | 83.71% |
| UFP Industries Inc | 45.74% |
| Tronox Holdings PLC | 84.71% |
| Westlake Chemical Partners LP | 60.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.30 |
| Beta (5Y) | 0.8369 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.35% |
| Historical Sharpe Ratio (5Y) | -0.113 |
| Historical Sortino (5Y) | -0.1865 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.69% |