Spotify Technology SA (SPOT)
377.73
-6.77
(-1.76%)
USD |
NYSE |
Nov 04, 16:00
381.25
+3.52
(+0.93%)
Pre-Market: 08:48
Spotify Technology Max Drawdown (5Y): 80.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.51% |
| September 30, 2024 | 80.51% |
| August 31, 2024 | 80.51% |
| July 31, 2024 | 80.51% |
| June 30, 2024 | 80.51% |
| May 31, 2024 | 80.51% |
| April 30, 2024 | 80.51% |
| March 31, 2024 | 80.51% |
| February 29, 2024 | 80.51% |
| January 31, 2024 | 80.51% |
| December 31, 2023 | 80.51% |
| November 30, 2023 | 80.51% |
| October 31, 2023 | 80.51% |
| September 30, 2023 | 80.51% |
| August 31, 2023 | 80.51% |
| July 31, 2023 | 80.51% |
| June 30, 2023 | 80.51% |
| May 31, 2023 | 80.51% |
| April 30, 2023 | 80.51% |
| March 31, 2023 | 80.51% |
| February 28, 2023 | 80.51% |
| January 31, 2023 | 80.51% |
| December 31, 2022 | 80.51% |
| November 30, 2022 | 80.51% |
| October 31, 2022 | 77.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.33% |
| August 31, 2022 | 74.78% |
| July 31, 2022 | 74.78% |
| June 30, 2022 | 74.78% |
| May 31, 2022 | 74.78% |
| April 30, 2022 | 73.49% |
| March 31, 2022 | 67.23% |
| February 28, 2022 | 60.46% |
| January 31, 2022 | 53.01% |
| December 31, 2021 | 45.57% |
| November 30, 2021 | 45.57% |
| October 31, 2021 | 45.57% |
| September 30, 2021 | 45.57% |
| August 31, 2021 | 45.57% |
| July 31, 2021 | 45.57% |
| June 30, 2021 | 45.57% |
| May 31, 2021 | 45.57% |
| April 30, 2021 | 45.57% |
| March 31, 2021 | 45.57% |
| February 28, 2021 | 45.57% |
| January 31, 2021 | 45.57% |
| December 31, 2020 | 45.57% |
| November 30, 2020 | 45.57% |
| October 31, 2020 | 45.57% |
| September 30, 2020 | 45.57% |
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
45.57%
Minimum
Nov 2019
80.51%
Maximum
Nov 2022
63.74%
Average
74.13%
Median
Max Drawdown (5Y) Benchmarks
| Meta Platforms Inc | 76.74% |
| Alphabet Inc | 44.32% |
| Snap Inc | 90.66% |
| Pinterest Inc | 80.72% |
| 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% |