Roper Technologies Inc (ROP)
532.46
+5.19
(+0.98%)
USD |
NASDAQ |
Apr 19, 12:40
Roper Technologies Max Drawdown (5Y): 35.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 35.25% |
February 29, 2024 | 35.25% |
January 31, 2024 | 35.25% |
December 31, 2023 | 35.25% |
November 30, 2023 | 35.25% |
October 31, 2023 | 35.25% |
September 30, 2023 | 35.25% |
August 31, 2023 | 35.25% |
July 31, 2023 | 35.25% |
June 30, 2023 | 35.25% |
May 31, 2023 | 35.25% |
April 30, 2023 | 35.25% |
March 31, 2023 | 35.25% |
February 28, 2023 | 35.25% |
January 31, 2023 | 35.25% |
December 31, 2022 | 35.25% |
November 30, 2022 | 35.25% |
October 31, 2022 | 35.25% |
September 30, 2022 | 35.25% |
August 31, 2022 | 35.25% |
July 31, 2022 | 35.25% |
June 30, 2022 | 35.25% |
May 31, 2022 | 35.25% |
April 30, 2022 | 35.25% |
March 31, 2022 | 35.25% |
Date | Value |
---|---|
February 28, 2022 | 35.25% |
January 31, 2022 | 35.25% |
December 31, 2021 | 35.25% |
November 30, 2021 | 35.25% |
October 31, 2021 | 35.25% |
September 30, 2021 | 35.25% |
August 31, 2021 | 35.25% |
July 31, 2021 | 35.25% |
June 30, 2021 | 35.25% |
May 31, 2021 | 35.25% |
April 30, 2021 | 35.25% |
March 31, 2021 | 35.25% |
February 28, 2021 | 35.25% |
January 31, 2021 | 35.25% |
December 31, 2020 | 35.25% |
November 30, 2020 | 35.25% |
October 31, 2020 | 35.25% |
September 30, 2020 | 35.25% |
August 31, 2020 | 35.25% |
July 31, 2020 | 35.25% |
June 30, 2020 | 35.25% |
May 31, 2020 | 35.25% |
April 30, 2020 | 35.25% |
March 31, 2020 | 35.25% |
February 29, 2020 | 20.60% |
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
20.60%
Minimum
Apr 2019
35.25%
Maximum
Mar 2020
32.56%
Average
35.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Synopsys Inc | 34.25% |
PTC Inc | 54.37% |
Autodesk Inc | 51.99% |
Cadence Design Systems Inc | 32.12% |
Microsoft Corp | 37.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.924 |
Beta (5Y) | 0.9916 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.05% |
Historical Sharpe Ratio (5Y) | 0.3914 |
Historical Sortino (5Y) | 0.5682 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.00% |