Stoneridge Inc (SRI)
6.99
+0.10
(+1.45%)
USD |
NYSE |
Nov 04, 16:00
6.97
-0.02
(-0.29%)
Pre-Market: 20:00
Stoneridge Max Drawdown (5Y): 81.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.20% |
September 30, 2024 | 70.37% |
August 31, 2024 | 64.05% |
July 31, 2024 | 62.56% |
June 30, 2024 | 62.56% |
May 31, 2024 | 62.56% |
April 30, 2024 | 62.56% |
March 31, 2024 | 62.56% |
February 29, 2024 | 62.56% |
January 31, 2024 | 62.56% |
December 31, 2023 | 62.56% |
November 30, 2023 | 62.56% |
October 31, 2023 | 62.56% |
September 30, 2023 | 62.56% |
August 31, 2023 | 62.56% |
July 31, 2023 | 62.56% |
June 30, 2023 | 62.56% |
May 31, 2023 | 62.56% |
April 30, 2023 | 62.56% |
March 31, 2023 | 62.56% |
February 28, 2023 | 62.56% |
January 31, 2023 | 62.56% |
December 31, 2022 | 62.56% |
November 30, 2022 | 62.56% |
October 31, 2022 | 62.56% |
Date | Value |
---|---|
September 30, 2022 | 62.56% |
August 31, 2022 | 62.56% |
July 31, 2022 | 62.56% |
June 30, 2022 | 62.56% |
May 31, 2022 | 62.56% |
April 30, 2022 | 62.56% |
March 31, 2022 | 62.56% |
February 28, 2022 | 62.56% |
January 31, 2022 | 62.56% |
December 31, 2021 | 62.56% |
November 30, 2021 | 62.56% |
October 31, 2021 | 62.56% |
September 30, 2021 | 62.56% |
August 31, 2021 | 62.56% |
July 31, 2021 | 62.56% |
June 30, 2021 | 62.56% |
May 31, 2021 | 62.56% |
April 30, 2021 | 62.56% |
March 31, 2021 | 62.56% |
February 28, 2021 | 62.56% |
January 31, 2021 | 62.56% |
December 31, 2020 | 62.56% |
November 30, 2020 | 62.56% |
October 31, 2020 | 62.56% |
September 30, 2020 | 62.56% |
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
39.70%
Minimum
Nov 2019
81.20%
Maximum
Oct 2024
61.49%
Average
62.56%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Standard Motor Products Inc | 48.25% |
Tesla Inc | 73.63% |
General Motors Co | 59.94% |
Gentherm Inc | 60.24% |
Twin Vee PowerCats Co | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.58 |
Beta (5Y) | 1.357 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.29% |
Historical Sharpe Ratio (5Y) | -0.5813 |
Historical Sortino (5Y) | -0.9661 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.97% |