State Street Corporation (STT)
72.81
-0.21
(-0.29%)
USD |
NYSE |
Apr 17, 16:00
72.84
+0.03
(+0.04%)
Pre-Market: 20:00
State Street Corporation Max Drawdown (5Y): 59.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
July 31, 2022 | 59.60% |
June 30, 2022 | 59.60% |
May 31, 2022 | 59.60% |
April 30, 2022 | 59.60% |
March 31, 2022 | 59.60% |
Date | Value |
---|---|
February 28, 2022 | 59.60% |
January 31, 2022 | 59.60% |
December 31, 2021 | 59.60% |
November 30, 2021 | 59.60% |
October 31, 2021 | 59.60% |
September 30, 2021 | 59.60% |
August 31, 2021 | 59.60% |
July 31, 2021 | 59.60% |
June 30, 2021 | 59.60% |
May 31, 2021 | 59.60% |
April 30, 2021 | 59.60% |
March 31, 2021 | 59.60% |
February 28, 2021 | 59.60% |
January 31, 2021 | 59.60% |
December 31, 2020 | 59.60% |
November 30, 2020 | 59.60% |
October 31, 2020 | 59.60% |
September 30, 2020 | 59.60% |
August 31, 2020 | 59.60% |
July 31, 2020 | 59.60% |
June 30, 2020 | 59.60% |
May 31, 2020 | 59.60% |
April 30, 2020 | 59.60% |
March 31, 2020 | 59.60% |
February 29, 2020 | 55.05% |
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
46.20%
Minimum
Apr 2019
59.60%
Maximum
Mar 2020
58.36%
Average
59.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BlackRock Inc | 43.88% |
JPMorgan Chase & Co | 43.62% |
Fifth Third Bancorp | 64.07% |
Wells Fargo & Co | 64.47% |
Citigroup Inc | 56.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.19 |
Beta (5Y) | 1.522 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.27% |
Historical Sharpe Ratio (5Y) | 0.1289 |
Historical Sortino (5Y) | 0.1873 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.30% |