Stericycle Inc (DELISTED) (SRCL:DL)
61.98
+0.51
(+0.83%)
USD |
NASDAQ |
Nov 01, 16:00
Stericycle Max Drawdown (5Y): 73.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.02% |
| September 30, 2024 | 73.02% |
| August 31, 2024 | 73.02% |
| July 31, 2024 | 73.02% |
| June 30, 2024 | 73.02% |
| May 31, 2024 | 73.02% |
| April 30, 2024 | 73.02% |
| March 31, 2024 | 73.02% |
| February 29, 2024 | 73.02% |
| January 31, 2024 | 73.02% |
| December 31, 2023 | 73.02% |
| November 30, 2023 | 73.02% |
| October 31, 2023 | 75.56% |
| September 30, 2023 | 76.67% |
| August 31, 2023 | 76.67% |
| July 31, 2023 | 76.67% |
| June 30, 2023 | 76.67% |
| May 31, 2023 | 76.67% |
| April 30, 2023 | 76.67% |
| March 31, 2023 | 76.67% |
| February 28, 2023 | 76.67% |
| January 31, 2023 | 76.67% |
| December 31, 2022 | 76.67% |
| November 30, 2022 | 76.67% |
| October 31, 2022 | 76.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.67% |
| August 31, 2022 | 76.67% |
| July 31, 2022 | 76.67% |
| June 30, 2022 | 76.67% |
| May 31, 2022 | 76.67% |
| April 30, 2022 | 76.67% |
| March 31, 2022 | 76.67% |
| February 28, 2022 | 76.67% |
| January 31, 2022 | 76.67% |
| December 31, 2021 | 76.67% |
| November 30, 2021 | 76.67% |
| October 31, 2021 | 76.67% |
| September 30, 2021 | 76.67% |
| August 31, 2021 | 76.67% |
| July 31, 2021 | 76.67% |
| June 30, 2021 | 76.67% |
| May 31, 2021 | 76.67% |
| April 30, 2021 | 76.67% |
| March 31, 2021 | 76.67% |
| February 28, 2021 | 76.67% |
| January 31, 2021 | 76.67% |
| December 31, 2020 | 76.67% |
| November 30, 2020 | 76.67% |
| October 31, 2020 | 76.67% |
| September 30, 2020 | 76.67% |
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
73.02%
Minimum
Nov 2023
76.67%
Maximum
Nov 2019
75.92%
Average
76.67%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Waste Management Inc | 30.06% |
| Perma-Fix Environmental Services Inc | 65.61% |
| Casella Waste Systems Inc | 34.96% |
| Clean Harbors Inc | 64.51% |
| Zurn Elkay Water Solutions Corp | 47.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.22 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.60% |
| Historical Sharpe Ratio (5Y) | -0.0324 |
| Historical Sortino (5Y) | -0.0482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.20% |