Datadog Inc (DDOG)

143.87 +8.42 (+6.22%) USD  |  NASDAQ  |  Nov 21, 16:00
144.01 +0.14 (+0.10%) After-Hours: 19:44
More

Datadog Historical Sharpe Ratio (5Y)

Historical Sharpe Ratio (5Y) Chart

View Historical Sharpe Ratio (5Y) for DDOG.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00

Historical Historical Sharpe Ratio (5Y) Data

View and export this data back to 2024. Upgrade now.
Date Value
October 31, 2024 --
Date Value
September 30, 2024 --

Historical Sharpe Ratio Definition

The Sharpe Ratio measures the risk-adjusted return of a security. This is a useful metric for analyzing the return you are receiving on a security in comparison to the amount of volatility expected. The historical sharpe ratio uses historical returns to calculate the return and standard deviation.

Read full definition.

Historical Sharpe Ratio (5Y) Range, Past 5 Years

Upgrade
Minimum
Sep 2024
Upgrade
Maximum
Oct 2024
Upgrade
Average
Upgrade
Median

Historical Sharpe Ratio (5Y) Benchmarks

Microsoft Corp Upgrade
Ansys Inc Upgrade
Bandwidth Inc Upgrade
DocuSign Inc Upgrade
CrowdStrike Holdings Inc Upgrade

Historical Sharpe Ratio (5Y) Related Metrics

Alpha (5Y) Upgrade
Beta (5Y) Upgrade
Annualized Standard Deviation of Monthly Returns (5Y Lookback) Upgrade
Historical Sortino (5Y) Upgrade
Monthly Value at Risk (VaR) 5% (5Y Lookback) Upgrade