The Stephan Co (SPCO)
0.95
0.00 (0.00%)
USD |
OTCM |
Jun 27, 16:00
Stephan Max Drawdown (5Y): 74.60% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 74.60% |
| April 30, 2024 | 74.60% |
| March 31, 2024 | 74.60% |
| February 29, 2024 | 74.60% |
| January 31, 2024 | 74.60% |
| December 31, 2023 | 74.60% |
| November 30, 2023 | 74.60% |
| October 31, 2023 | 74.60% |
| September 30, 2023 | 74.60% |
| August 31, 2023 | 74.60% |
| July 31, 2023 | 74.60% |
| June 30, 2023 | 65.08% |
| May 31, 2023 | 65.08% |
| April 30, 2023 | 63.49% |
| March 31, 2023 | 55.56% |
| February 28, 2023 | 55.56% |
| January 31, 2023 | 55.56% |
| December 31, 2022 | 55.56% |
| November 30, 2022 | 55.56% |
| October 31, 2022 | 55.50% |
| September 30, 2022 | 55.50% |
| August 31, 2022 | 55.50% |
| July 31, 2022 | 55.50% |
| June 30, 2022 | 55.50% |
| May 31, 2022 | 55.50% |
| Date | Value |
|---|---|
| April 30, 2022 | 55.50% |
| March 31, 2022 | 55.50% |
| February 28, 2022 | 55.50% |
| January 31, 2022 | 55.50% |
| December 31, 2021 | 55.50% |
| November 30, 2021 | 55.50% |
| October 31, 2021 | 55.50% |
| September 30, 2021 | 55.50% |
| August 31, 2021 | 55.50% |
| July 31, 2021 | 55.50% |
| June 30, 2021 | 55.50% |
| May 31, 2021 | 55.50% |
| April 30, 2021 | 55.50% |
| March 31, 2021 | 55.50% |
| February 28, 2021 | 55.50% |
| January 31, 2021 | 55.50% |
| December 31, 2020 | 57.84% |
| November 30, 2020 | 60.88% |
| October 31, 2020 | 60.88% |
| September 30, 2020 | 60.88% |
| August 31, 2020 | 60.88% |
| July 31, 2020 | 60.88% |
| June 30, 2020 | 60.88% |
| May 31, 2020 | 60.88% |
| April 30, 2020 | 60.88% |
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
55.50%
Minimum
Jan 2021
74.60%
Maximum
Jul 2023
62.08%
Average
60.88%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| The Estee Lauder Companies Inc | 71.33% |
| Edgewell Personal Care Co | 80.21% |
| Inter Parfums Inc | 54.94% |
| United-Guardian Inc | 76.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.711 |
| Beta (5Y) | 0.0014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.15% |
| Historical Sharpe Ratio (5Y) | -0.1301 |
| Historical Sortino (5Y) | -0.2683 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.54% |