Stepan Co (SCL)
76.85
+0.85
(+1.12%)
USD |
NYSE |
Nov 22, 16:00
79.50
+2.65
(+3.45%)
Pre-Market: 05:02
Stepan Max Drawdown (5Y): 52.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.35% |
| September 30, 2024 | 52.35% |
| August 31, 2024 | 52.35% |
| July 31, 2024 | 52.35% |
| June 30, 2024 | 52.35% |
| May 31, 2024 | 52.35% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 35.02% |
| December 31, 2020 | 35.48% |
| November 30, 2020 | 35.48% |
| October 31, 2020 | 35.48% |
| September 30, 2020 | 35.48% |
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
Feb 2021
52.35%
Maximum
Oct 2023
38.47%
Average
34.43%
Median
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.40 |
| Beta (5Y) | 0.8094 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.24% |
| Historical Sharpe Ratio (5Y) | -0.2553 |
| Historical Sortino (5Y) | -0.4213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |