State Street Corp. (STT)
175.96
+1.34
(+0.77%)
USD |
NYSE |
Oct 02, 16:00
175.94
-0.02
(-0.01%)
Pre-Market: 20:00
State Street Max Drawdown (5Y) : 41.42% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 41.42% |
| August 31, 2026 | 41.42% |
| July 31, 2026 | 41.42% |
| June 30, 2026 | 41.42% |
| May 31, 2026 | 41.42% |
| April 30, 2026 | 41.42% |
| March 31, 2026 | 41.42% |
| February 28, 2026 | 41.42% |
| January 31, 2026 | 41.42% |
| December 31, 2025 | 41.42% |
| November 30, 2025 | 41.42% |
| October 31, 2025 | 42.69% |
| September 30, 2025 | 43.85% |
| August 31, 2025 | 45.09% |
| July 31, 2025 | 45.09% |
| June 30, 2025 | 45.09% |
| May 31, 2025 | 45.09% |
| April 30, 2025 | 49.70% |
| March 31, 2025 | 50.75% |
| February 28, 2025 | 59.60% |
| January 31, 2025 | 59.60% |
| December 31, 2024 | 59.60% |
| November 30, 2024 | 59.60% |
| October 31, 2024 | 59.60% |
| September 30, 2024 | 59.60% |
| Date | Value |
|---|---|
| August 31, 2024 | 59.60% |
| July 31, 2024 | 59.60% |
| June 30, 2024 | 59.60% |
| May 31, 2024 | 59.60% |
| April 30, 2024 | 59.60% |
| March 31, 2024 | 59.60% |
| February 29, 2024 | 59.60% |
| January 31, 2024 | 59.60% |
| December 31, 2023 | 59.60% |
| November 30, 2023 | 59.60% |
| October 31, 2023 | 59.60% |
| September 30, 2023 | 59.60% |
| August 31, 2023 | 59.60% |
| July 31, 2023 | 59.60% |
| June 30, 2023 | 59.60% |
| May 31, 2023 | 59.60% |
| April 30, 2023 | 59.60% |
| March 31, 2023 | 59.60% |
| February 28, 2023 | 59.60% |
| January 31, 2023 | 59.60% |
| December 31, 2022 | 59.60% |
| November 30, 2022 | 59.60% |
| October 31, 2022 | 59.60% |
| September 30, 2022 | 59.60% |
| August 31, 2022 | 59.60% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| The Bank of New York Mellon Corp. | 40.44% |
| The Goldman Sachs Group, Inc. | 32.82% |
| JPMorgan Chase & Co. | 38.75% |
| Morgan Stanley | 32.39% |
| Wells Fargo & Co. | 37.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.241 |
| Beta (5Y) | 1.409 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.96% |
| Historical Sharpe Ratio (5Y) | 0.5119 |
| Historical Sortino (5Y) | 0.8175 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.55% |