Sensient Technologies Corp (SXT)
69.64
-0.39
(-0.56%)
USD |
NYSE |
Apr 25, 16:00
69.64
0.00 (0.00%)
Pre-Market: 20:00
Sensient Technologies Max Drawdown (5Y): 50.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 50.61% |
February 29, 2024 | 50.61% |
January 31, 2024 | 50.61% |
December 31, 2023 | 50.61% |
November 30, 2023 | 50.61% |
October 31, 2023 | 50.61% |
September 30, 2023 | 50.61% |
August 31, 2023 | 50.61% |
July 31, 2023 | 50.61% |
June 30, 2023 | 50.61% |
May 31, 2023 | 50.61% |
April 30, 2023 | 50.61% |
March 31, 2023 | 50.61% |
February 28, 2023 | 50.61% |
January 31, 2023 | 50.61% |
December 31, 2022 | 50.61% |
November 30, 2022 | 50.61% |
October 31, 2022 | 50.61% |
September 30, 2022 | 50.61% |
August 31, 2022 | 50.61% |
July 31, 2022 | 50.61% |
June 30, 2022 | 50.61% |
May 31, 2022 | 50.61% |
April 30, 2022 | 50.61% |
March 31, 2022 | 50.61% |
Date | Value |
---|---|
February 28, 2022 | 50.61% |
January 31, 2022 | 50.61% |
December 31, 2021 | 50.61% |
November 30, 2021 | 50.61% |
October 31, 2021 | 50.61% |
September 30, 2021 | 50.61% |
August 31, 2021 | 50.61% |
July 31, 2021 | 50.61% |
June 30, 2021 | 50.61% |
May 31, 2021 | 50.61% |
April 30, 2021 | 50.61% |
March 31, 2021 | 50.61% |
February 28, 2021 | 50.61% |
January 31, 2021 | 50.61% |
December 31, 2020 | 50.61% |
November 30, 2020 | 50.61% |
October 31, 2020 | 50.61% |
September 30, 2020 | 50.61% |
August 31, 2020 | 50.61% |
July 31, 2020 | 50.61% |
June 30, 2020 | 50.61% |
May 31, 2020 | 50.61% |
April 30, 2020 | 50.61% |
March 31, 2020 | 48.71% |
February 29, 2020 | 37.40% |
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
34.68%
Minimum
Apr 2019
50.61%
Maximum
Apr 2020
47.70%
Average
50.61%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Worthington Steel Inc | -- |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.593 |
Beta (5Y) | 0.7923 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.17% |
Historical Sharpe Ratio (5Y) | 0.0286 |
Historical Sortino (5Y) | 0.0397 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.52% |