Roku, Inc. (ROKU)
153.46
+1.06
(+0.70%)
USD |
NASDAQ |
Oct 05, 16:00
153.26
-0.20
(-0.13%)
After-Hours: 20:00
Roku Max Drawdown (5Y) : 91.91% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 91.91% |
| August 31, 2026 | 91.91% |
| July 31, 2026 | 91.91% |
| June 30, 2026 | 91.91% |
| May 31, 2026 | 91.91% |
| April 30, 2026 | 91.91% |
| March 31, 2026 | 91.91% |
| February 28, 2026 | 91.91% |
| January 31, 2026 | 91.91% |
| December 31, 2025 | 91.91% |
| November 30, 2025 | 91.91% |
| October 31, 2025 | 91.91% |
| September 30, 2025 | 91.91% |
| August 31, 2025 | 91.91% |
| July 31, 2025 | 91.91% |
| June 30, 2025 | 91.91% |
| May 31, 2025 | 91.91% |
| April 30, 2025 | 91.91% |
| March 31, 2025 | 91.91% |
| February 28, 2025 | 91.91% |
| January 31, 2025 | 91.91% |
| December 31, 2024 | 91.91% |
| November 30, 2024 | 91.91% |
| October 31, 2024 | 91.91% |
| September 30, 2024 | 91.91% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 88.24% |
| August 31, 2022 | 86.34% |
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% |
| The Walt Disney Co. | 60.72% |
| Warner Bros. Discovery, Inc. | 91.32% |
| Omnicom Group, Inc. | 33.31% |
| Peer to Peer Network | 99.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.78 |
| Beta (5Y) | 2.055 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.79% |
| Historical Sharpe Ratio (5Y) | -0.2981 |
| Historical Sortino (5Y) | -0.5383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.61% |