Spotify Technology SA (SPOT)
471.69
+1.68
(+0.36%)
USD |
NYSE |
Nov 21, 15:05
Spotify Technology Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Alphabet Inc | 44.32% |
| Meta Platforms Inc | 76.74% |
| Snap Inc | 90.66% |
| Pinterest Inc | -- |
| DoorDash Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7995 |
| Beta (5Y) | 1.559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.60% |
| Historical Sharpe Ratio (5Y) | 0.382 |
| Historical Sortino (5Y) | 0.6741 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.22% |