Rapid7 Inc (RPD)

39.36 -0.89 (-2.21%) USD  |  NASDAQ  |  Dec 20, 16:00
39.39 +0.03 (+0.08%) After-Hours: 20:00
More

Rapid7 Max Drawdown (5Y): 80.87% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for RPD.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Qualys Inc 42.09%
Gen Digital Inc 48.41%
Varonis Systems Inc 78.19%
Okta Inc 84.57%
CrowdStrike Holdings Inc 67.69%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.45
Beta (5Y) 0.9505
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.96%
Historical Sharpe Ratio (5Y) -0.1553
Historical Sortino (5Y) -0.2317
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.92%