Spotify Technology SA (SPOT)
550.03
-11.13
(-1.98%)
USD |
NYSE |
Mar 31, 16:00
553.53
+3.50
(+0.64%)
Pre-Market: 04:52
Spotify Technology Max Drawdown (5Y): 80.51% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Alphabet Inc | 44.32% |
| Meta Platforms Inc | 76.74% |
| Netflix Inc | 75.95% |
| DoorDash Inc | -- |
| Warner Music Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.681 |
| Beta (5Y) | 1.750 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.58% |
| Historical Sharpe Ratio (5Y) | 0.6333 |
| Historical Sortino (5Y) | 1.125 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.23% |