Sensata Technologies Holding PLC (ST)
31.89
+1.02
(+3.30%)
USD |
NYSE |
Nov 22, 16:00
31.89
0.00 (0.00%)
After-Hours: 20:00
Sensata Technologies Max Drawdown (5Y): 60.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.60% |
| September 30, 2024 | 60.60% |
| August 31, 2024 | 60.60% |
| July 31, 2024 | 60.60% |
| June 30, 2024 | 60.60% |
| May 31, 2024 | 60.60% |
| April 30, 2024 | 60.60% |
| March 31, 2024 | 60.60% |
| February 29, 2024 | 60.60% |
| January 31, 2024 | 60.60% |
| December 31, 2023 | 60.60% |
| November 30, 2023 | 60.60% |
| October 31, 2023 | 60.60% |
| September 30, 2023 | 60.60% |
| August 31, 2023 | 60.60% |
| July 31, 2023 | 60.60% |
| June 30, 2023 | 60.60% |
| May 31, 2023 | 60.60% |
| April 30, 2023 | 60.60% |
| March 31, 2023 | 60.60% |
| February 28, 2023 | 60.60% |
| January 31, 2023 | 60.60% |
| December 31, 2022 | 60.60% |
| November 30, 2022 | 60.60% |
| October 31, 2022 | 60.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.60% |
| August 31, 2022 | 60.60% |
| July 31, 2022 | 60.60% |
| June 30, 2022 | 60.60% |
| May 31, 2022 | 60.60% |
| April 30, 2022 | 60.60% |
| March 31, 2022 | 60.60% |
| February 28, 2022 | 60.60% |
| January 31, 2022 | 60.60% |
| December 31, 2021 | 60.60% |
| November 30, 2021 | 60.60% |
| October 31, 2021 | 60.60% |
| September 30, 2021 | 60.60% |
| August 31, 2021 | 60.60% |
| July 31, 2021 | 60.60% |
| June 30, 2021 | 60.60% |
| May 31, 2021 | 60.60% |
| April 30, 2021 | 60.60% |
| March 31, 2021 | 60.60% |
| February 28, 2021 | 60.60% |
| January 31, 2021 | 60.60% |
| December 31, 2020 | 60.60% |
| November 30, 2020 | 60.60% |
| October 31, 2020 | 60.60% |
| September 30, 2020 | 60.60% |
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
60.60%
Maximum
Mar 2020
59.78%
Average
60.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Genasys Inc | 81.10% |
| MIND Technology Inc | 91.19% |
| Astrotech Corp | 95.40% |
| 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% |