Stifel Financial Corp (SF)
114.93
+1.49
(+1.31%)
USD |
NYSE |
Nov 21, 16:00
114.93
0.00 (0.00%)
After-Hours: 20:00
Stifel Financial Max Drawdown (5Y): 51.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 51.89% |
September 30, 2024 | 51.89% |
August 31, 2024 | 51.89% |
July 31, 2024 | 51.89% |
June 30, 2024 | 51.89% |
May 31, 2024 | 51.89% |
April 30, 2024 | 51.89% |
March 31, 2024 | 51.89% |
February 29, 2024 | 51.89% |
January 31, 2024 | 51.89% |
December 31, 2023 | 51.89% |
November 30, 2023 | 51.89% |
October 31, 2023 | 51.89% |
September 30, 2023 | 51.89% |
August 31, 2023 | 51.89% |
July 31, 2023 | 51.89% |
June 30, 2023 | 51.89% |
May 31, 2023 | 51.89% |
April 30, 2023 | 51.89% |
March 31, 2023 | 51.89% |
February 28, 2023 | 51.89% |
January 31, 2023 | 51.89% |
December 31, 2022 | 51.89% |
November 30, 2022 | 51.89% |
October 31, 2022 | 51.89% |
Date | Value |
---|---|
September 30, 2022 | 51.89% |
August 31, 2022 | 51.89% |
July 31, 2022 | 51.89% |
June 30, 2022 | 51.89% |
May 31, 2022 | 51.89% |
April 30, 2022 | 51.89% |
March 31, 2022 | 51.89% |
February 28, 2022 | 51.89% |
January 31, 2022 | 51.89% |
December 31, 2021 | 51.89% |
November 30, 2021 | 51.89% |
October 31, 2021 | 51.89% |
September 30, 2021 | 51.89% |
August 31, 2021 | 51.89% |
July 31, 2021 | 51.89% |
June 30, 2021 | 51.89% |
May 31, 2021 | 51.89% |
April 30, 2021 | 51.89% |
March 31, 2021 | 53.98% |
February 28, 2021 | 53.98% |
January 31, 2021 | 55.25% |
December 31, 2020 | 55.25% |
November 30, 2020 | 55.25% |
October 31, 2020 | 55.25% |
September 30, 2020 | 55.25% |
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
51.89%
Minimum
Apr 2021
55.25%
Maximum
Nov 2019
52.80%
Average
51.89%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
B. Riley Financial Inc | 93.97% |
LPL Financial Holdings Inc | 60.33% |
State Street Corp | 59.60% |
OFS Capital Corp | 69.09% |
Moelis & Co | 58.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.355 |
Beta (5Y) | 1.081 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.94% |
Historical Sharpe Ratio (5Y) | 0.6572 |
Historical Sortino (5Y) | 0.7724 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.81% |