Sensata Technologies Holding PLC (ST)
31.41
-2.23
(-6.63%)
USD |
NYSE |
Nov 05, 10:32
Sensata Technologies Max Drawdown (5Y): 59.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.46% |
September 30, 2024 | 59.46% |
August 31, 2024 | 59.46% |
July 31, 2024 | 59.46% |
June 30, 2024 | 59.46% |
May 31, 2024 | 59.46% |
April 30, 2024 | 59.46% |
March 31, 2024 | 59.46% |
February 29, 2024 | 59.46% |
January 31, 2024 | 59.46% |
December 31, 2023 | 59.46% |
November 30, 2023 | 59.46% |
October 31, 2023 | 59.46% |
September 30, 2023 | 59.46% |
August 31, 2023 | 59.46% |
July 31, 2023 | 59.46% |
June 30, 2023 | 59.46% |
May 31, 2023 | 59.46% |
April 30, 2023 | 59.46% |
March 31, 2023 | 59.46% |
February 28, 2023 | 59.46% |
January 31, 2023 | 59.46% |
December 31, 2022 | 59.46% |
November 30, 2022 | 59.46% |
October 31, 2022 | 59.46% |
Date | Value |
---|---|
September 30, 2022 | 59.46% |
August 31, 2022 | 59.46% |
July 31, 2022 | 59.46% |
June 30, 2022 | 59.46% |
May 31, 2022 | 59.46% |
April 30, 2022 | 59.46% |
March 31, 2022 | 59.46% |
February 28, 2022 | 59.46% |
January 31, 2022 | 59.46% |
December 31, 2021 | 59.46% |
November 30, 2021 | 59.46% |
October 31, 2021 | 59.46% |
September 30, 2021 | 59.46% |
August 31, 2021 | 59.46% |
July 31, 2021 | 59.46% |
June 30, 2021 | 59.46% |
May 31, 2021 | 59.46% |
April 30, 2021 | 59.46% |
March 31, 2021 | 59.46% |
February 28, 2021 | 59.46% |
January 31, 2021 | 59.46% |
December 31, 2020 | 59.46% |
November 30, 2020 | 59.46% |
October 31, 2020 | 59.46% |
September 30, 2020 | 59.46% |
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
48.30%
Minimum
Nov 2019
59.46%
Maximum
Mar 2020
58.72%
Average
59.46%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Genasys Inc | 81.10% |
MIND Technology Inc | 91.19% |
Teledyne Technologies Inc | 48.95% |
Sobr Safe Inc | 99.81% |
Cepton Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.67 |
Beta (5Y) | 1.253 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.36% |
Historical Sharpe Ratio (5Y) | -0.2764 |
Historical Sortino (5Y) | -0.4105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.72% |