Roku Inc (ROKU)
69.20
+0.52
(+0.76%)
USD |
NASDAQ |
Nov 22, 16:00
69.20
0.00 (0.00%)
Pre-Market: 20:00
Roku Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Netflix Inc | 75.95% |
| Sirius XM Holdings Inc | 70.01% |
| Alphabet Inc | 44.32% |
| Allied Gaming & Entertainment Inc | -- |
| The Walt Disney Co | 60.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.43 |
| Beta (5Y) | 2.071 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.22% |
| Historical Sharpe Ratio (5Y) | -0.2555 |
| Historical Sortino (5Y) | -0.5352 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.09% |