State Street Corp (STT)
92.26
-0.54
(-0.58%)
USD |
NYSE |
Nov 04, 16:00
91.38
-0.88
(-0.95%)
After-Hours: 20:00
State Street Max Drawdown (5Y): 59.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.60% |
September 30, 2024 | 59.60% |
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% |
Date | Value |
---|---|
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% |
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% |
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
55.05%
Minimum
Nov 2019
59.60%
Maximum
Mar 2020
59.29%
Average
59.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Citigroup Inc | 56.50% |
Apollo Global Management Inc | 53.48% |
The Goldman Sachs Group Inc | 48.75% |
JPMorgan Chase & Co | 43.62% |
PNC Financial Services Group Inc | 49.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.64 |
Beta (5Y) | 1.460 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.08% |
Historical Sharpe Ratio (5Y) | 0.2407 |
Historical Sortino (5Y) | 0.3292 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.81% |