Roper Technologies Inc (ROP)
554.26
+4.81
(+0.88%)
USD |
NASDAQ |
Nov 21, 16:00
551.10
-3.16
(-0.57%)
After-Hours: 04:45
Roper Technologies Max Drawdown (5Y): 35.25% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.25% |
| September 30, 2024 | 35.25% |
| August 31, 2024 | 35.25% |
| July 31, 2024 | 35.25% |
| June 30, 2024 | 35.25% |
| May 31, 2024 | 35.25% |
| April 30, 2024 | 35.25% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
35.25%
Maximum
Mar 2020
34.27%
Average
35.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Salesforce Inc | 58.62% |
| Fair Isaac Corp | 50.90% |
| PTC Inc | 54.37% |
| Tyler Technologies Inc | 47.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.240 |
| Beta (5Y) | 1.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.83% |
| Historical Sharpe Ratio (5Y) | 0.3527 |
| Historical Sortino (5Y) | 0.5098 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.88% |