Roper Technologies Inc (ROP)

525.40 +3.65 (+0.70%) USD  |  NASDAQ  |  Dec 20, 16:00
525.40 0.00 (0.00%) After-Hours: 20:00
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Roper Technologies Max Drawdown (5Y): 35.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Adobe Inc 60.02%
Autodesk Inc 51.99%
Intuit Inc 49.01%
PTC Inc 54.37%
Workday Inc 55.92%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.001
Beta (5Y) 1.024
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.71%
Historical Sharpe Ratio (5Y) 0.3378
Historical Sortino (5Y) 0.4869
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.88%