Roku Inc (ROKU)
67.18
+1.48
(+2.25%)
USD |
NASDAQ |
Nov 04, 16:00
67.10
-0.08
(-0.12%)
After-Hours: 20:00
Roku Max Drawdown (5Y): 91.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.91% |
| September 30, 2024 | 91.91% |
| August 31, 2024 | 91.91% |
| July 31, 2024 | 91.91% |
| June 30, 2024 | 91.91% |
| May 31, 2024 | 91.91% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
91.91%
Maximum
Dec 2022
78.44%
Average
82.95%
Median
Max Drawdown (5Y) Benchmarks
| Netflix Inc | 75.95% |
| Sirius XM Holdings Inc | 70.01% |
| Paramount Global | 89.52% |
| Alphabet Inc | 44.32% |
| Allied Gaming & Entertainment Inc | 93.33% |
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% |