Roku Inc (ROKU)

79.56 +0.76 (+0.96%) USD  |  NASDAQ  |  Dec 24, 16:00
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Roku Max Drawdown (5Y): 91.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Netflix Inc 75.95%
Sirius XM Holdings Inc 70.01%
Alphabet Inc 44.32%
Allied Gaming & Entertainment Inc 93.80%
The Walt Disney Co 60.72%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -45.44
Beta (5Y) 2.060
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 69.29%
Historical Sharpe Ratio (5Y) -0.2587
Historical Sortino (5Y) -0.5455
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.09%