Service Corp International (SCI)
86.13
+0.71
(+0.83%)
USD |
NYSE |
Nov 21, 16:00
86.98
+0.85
(+0.99%)
Pre-Market: 09:06
Service Corp International Max Drawdown (5Y): 34.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.00% |
| September 30, 2024 | 34.00% |
| August 31, 2024 | 34.00% |
| July 31, 2024 | 34.00% |
| June 30, 2024 | 34.00% |
| May 31, 2024 | 34.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
34.00%
Maximum
Apr 2020
33.84%
Average
34.00%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Carriage Services Inc | 68.54% |
| Patrick Industries Inc | 72.61% |
| WW International Inc | 98.47% |
| Frontdoor Inc | -- |
| Driven Brands Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.150 |
| Beta (5Y) | 0.8344 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.50% |
| Historical Sharpe Ratio (5Y) | 0.4335 |
| Historical Sortino (5Y) | 0.6519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |