Roku Inc (ROKU)
60.33
+1.22
(+2.06%)
USD |
NASDAQ |
May 06, 16:00
60.03
-0.30
(-0.50%)
Pre-Market: 09:16
Roku Max Drawdown (5Y): 91.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.91% |
| March 31, 2024 | 91.91% |
| February 29, 2024 | 91.91% |
| January 31, 2024 | 91.91% |
| December 31, 2023 | 91.91% |
| November 30, 2023 | 91.91% |
| October 31, 2023 | 91.91% |
| September 30, 2023 | 91.91% |
| August 31, 2023 | 91.91% |
| July 31, 2023 | 91.91% |
| June 30, 2023 | 91.91% |
| May 31, 2023 | 91.91% |
| April 30, 2023 | 91.91% |
| March 31, 2023 | 91.91% |
| February 28, 2023 | 91.91% |
| January 31, 2023 | 91.91% |
| December 31, 2022 | 91.91% |
| November 30, 2022 | 89.97% |
| October 31, 2022 | 89.72% |
| September 30, 2022 | 88.24% |
| August 31, 2022 | 86.34% |
| July 31, 2022 | 86.34% |
| June 30, 2022 | 84.72% |
| May 31, 2022 | 83.58% |
| April 30, 2022 | 82.32% |
| Date | Value |
|---|---|
| March 31, 2022 | 79.00% |
| February 28, 2022 | 76.55% |
| January 31, 2022 | 69.19% |
| December 31, 2021 | 64.47% |
| November 30, 2021 | 64.47% |
| October 31, 2021 | 64.47% |
| September 30, 2021 | 64.47% |
| August 31, 2021 | 64.47% |
| July 31, 2021 | 64.47% |
| June 30, 2021 | 64.47% |
| May 31, 2021 | 64.47% |
| April 30, 2021 | 64.47% |
| March 31, 2021 | 64.47% |
| February 28, 2021 | 64.47% |
| January 31, 2021 | 64.47% |
| December 31, 2020 | 64.47% |
| November 30, 2020 | 64.47% |
| October 31, 2020 | 64.47% |
| September 30, 2020 | 64.47% |
| August 31, 2020 | 64.47% |
| July 31, 2020 | 64.47% |
| June 30, 2020 | 64.47% |
| May 31, 2020 | 64.47% |
| April 30, 2020 | 64.47% |
| March 31, 2020 | 64.47% |
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
64.47%
Minimum
May 2019
91.91%
Maximum
Dec 2022
75.69%
Average
64.47%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Netflix Inc | 75.95% |
| Alphabet Inc | 44.32% |
| The Walt Disney Co | 60.72% |
| Yelp Inc | 72.23% |
| Sirius XM Holdings Inc | 61.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.83 |
| Beta (5Y) | 1.691 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.92% |
| Historical Sharpe Ratio (5Y) | -0.0547 |
| Historical Sortino (5Y) | -0.1185 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.45% |