Steris PLC (STE)
201.44
-1.36
(-0.67%)
USD |
NYSE |
Apr 25, 16:00
201.44
0.00 (0.00%)
After-Hours: 20:00
Steris Max Drawdown (5Y): 36.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.17% |
February 29, 2024 | 36.17% |
January 31, 2024 | 36.17% |
December 31, 2023 | 36.17% |
November 30, 2023 | 36.17% |
October 31, 2023 | 36.17% |
September 30, 2023 | 36.17% |
August 31, 2023 | 36.17% |
July 31, 2023 | 36.17% |
June 30, 2023 | 36.17% |
May 31, 2023 | 36.17% |
April 30, 2023 | 36.17% |
March 31, 2023 | 36.17% |
February 28, 2023 | 36.17% |
January 31, 2023 | 36.17% |
December 31, 2022 | 36.17% |
November 30, 2022 | 36.17% |
October 31, 2022 | 36.17% |
September 30, 2022 | 36.17% |
August 31, 2022 | 35.91% |
July 31, 2022 | 35.91% |
June 30, 2022 | 35.91% |
May 31, 2022 | 35.91% |
April 30, 2022 | 35.91% |
March 31, 2022 | 35.91% |
Date | Value |
---|---|
February 28, 2022 | 35.91% |
January 31, 2022 | 35.91% |
December 31, 2021 | 35.91% |
November 30, 2021 | 35.91% |
October 31, 2021 | 35.91% |
September 30, 2021 | 35.91% |
August 31, 2021 | 35.91% |
July 31, 2021 | 35.91% |
June 30, 2021 | 35.91% |
May 31, 2021 | 35.91% |
April 30, 2021 | 35.91% |
March 31, 2021 | 35.91% |
February 28, 2021 | 35.91% |
January 31, 2021 | 35.91% |
December 31, 2020 | 35.91% |
November 30, 2020 | 35.91% |
October 31, 2020 | 35.91% |
September 30, 2020 | 35.91% |
August 31, 2020 | 35.91% |
July 31, 2020 | 35.91% |
June 30, 2020 | 35.91% |
May 31, 2020 | 35.91% |
April 30, 2020 | 35.91% |
March 31, 2020 | 35.91% |
February 29, 2020 | 19.63% |
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
19.63%
Minimum
Apr 2019
36.17%
Maximum
Sep 2022
33.01%
Average
35.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Edwards Lifesciences Corp | 52.78% |
Stryker Corp | 43.80% |
Align Technology Inc | 76.08% |
ThermoGenesis Holdings Inc | 99.99% |
Nutriband Inc | 95.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6671 |
Beta (5Y) | 0.788 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.29% |
Historical Sharpe Ratio (5Y) | 0.4166 |
Historical Sortino (5Y) | 0.5888 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.17% |