Stepan Co (SCL)
89.16
-0.20
(-0.22%)
USD |
NYSE |
May 10, 16:00
89.16
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
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
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% |