Stantec Inc (STN)

78.97 -0.53 (-0.67%) USD  |  NYSE  |  Dec 23, 13:34
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Stantec Max Drawdown (5Y): 32.18% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Thinkpath Inc --
Exponent Inc 42.46%
Tetra Tech Inc 36.98%
Willdan Group Inc 78.71%
NV5 Global Inc 67.98%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 12.53
Beta (5Y) 0.9909
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.62%
Historical Sharpe Ratio (5Y) 1.091
Historical Sortino (5Y) 1.764
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.50%