Stewart Information Services Corp (STC)
67.63
+0.28
(+0.42%)
USD |
NYSE |
Nov 04, 16:00
67.60
-0.04
(-0.05%)
Pre-Market: 20:00
Stewart Information Services Max Drawdown (5Y): 53.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 53.49% |
September 30, 2024 | 53.49% |
August 31, 2024 | 53.49% |
July 31, 2024 | 53.49% |
June 30, 2024 | 53.49% |
May 31, 2024 | 53.49% |
April 30, 2024 | 53.49% |
March 31, 2024 | 53.49% |
February 29, 2024 | 53.49% |
January 31, 2024 | 53.49% |
December 31, 2023 | 53.49% |
November 30, 2023 | 53.49% |
October 31, 2023 | 53.49% |
September 30, 2023 | 53.49% |
August 31, 2023 | 53.49% |
July 31, 2023 | 53.49% |
June 30, 2023 | 53.49% |
May 31, 2023 | 53.49% |
April 30, 2023 | 53.49% |
March 31, 2023 | 53.49% |
February 28, 2023 | 53.49% |
January 31, 2023 | 53.49% |
December 31, 2022 | 53.49% |
November 30, 2022 | 53.49% |
October 31, 2022 | 51.66% |
Date | Value |
---|---|
September 30, 2022 | 51.66% |
August 31, 2022 | 51.66% |
July 31, 2022 | 51.66% |
June 30, 2022 | 51.66% |
May 31, 2022 | 51.66% |
April 30, 2022 | 51.66% |
March 31, 2022 | 51.66% |
February 28, 2022 | 51.66% |
January 31, 2022 | 51.66% |
December 31, 2021 | 51.66% |
November 30, 2021 | 51.66% |
October 31, 2021 | 51.66% |
September 30, 2021 | 51.66% |
August 31, 2021 | 51.66% |
July 31, 2021 | 51.66% |
June 30, 2021 | 51.66% |
May 31, 2021 | 51.66% |
April 30, 2021 | 51.66% |
March 31, 2021 | 51.66% |
February 28, 2021 | 51.66% |
January 31, 2021 | 51.66% |
December 31, 2020 | 51.66% |
November 30, 2020 | 51.66% |
October 31, 2020 | 51.66% |
September 30, 2020 | 51.66% |
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
25.77%
Minimum
Nov 2019
53.49%
Maximum
Nov 2022
50.67%
Average
51.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fidelity National Financial Inc | 56.11% |
First American Financial Corp | 50.13% |
Investors Title Co | 43.79% |
HG Holdings Inc | 84.52% |
Cincinnati Financial Corp | 58.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.524 |
Beta (5Y) | 1.212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.52% |
Historical Sharpe Ratio (5Y) | 0.3318 |
Historical Sortino (5Y) | 0.4602 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.55% |