SPS Commerce Inc (SPSC)
171.12
+0.52
(+0.30%)
USD |
NASDAQ |
Apr 24, 16:00
171.40
+0.28
(+0.16%)
After-Hours: 20:00
SPS Commerce Max Drawdown (5Y): 47.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.62% |
February 29, 2024 | 47.62% |
January 31, 2024 | 47.62% |
December 31, 2023 | 47.62% |
November 30, 2023 | 47.62% |
October 31, 2023 | 47.62% |
September 30, 2023 | 47.62% |
August 31, 2023 | 47.62% |
July 31, 2023 | 47.62% |
June 30, 2023 | 47.62% |
May 31, 2023 | 47.62% |
April 30, 2023 | 47.62% |
March 31, 2023 | 47.62% |
February 28, 2023 | 47.62% |
January 31, 2023 | 47.62% |
December 31, 2022 | 47.62% |
November 30, 2022 | 47.62% |
October 31, 2022 | 47.62% |
September 30, 2022 | 47.62% |
August 31, 2022 | 47.62% |
July 31, 2022 | 47.62% |
June 30, 2022 | 47.62% |
May 31, 2022 | 47.62% |
April 30, 2022 | 47.62% |
March 31, 2022 | 47.62% |
Date | Value |
---|---|
February 28, 2022 | 47.62% |
January 31, 2022 | 47.62% |
December 31, 2021 | 47.62% |
November 30, 2021 | 47.62% |
October 31, 2021 | 47.62% |
September 30, 2021 | 47.62% |
August 31, 2021 | 47.62% |
July 31, 2021 | 47.62% |
June 30, 2021 | 47.62% |
May 31, 2021 | 47.62% |
April 30, 2021 | 47.62% |
March 31, 2021 | 47.62% |
February 28, 2021 | 47.62% |
January 31, 2021 | 47.62% |
December 31, 2020 | 49.97% |
November 30, 2020 | 49.97% |
October 31, 2020 | 49.97% |
September 30, 2020 | 49.97% |
August 31, 2020 | 49.97% |
July 31, 2020 | 49.97% |
June 30, 2020 | 49.97% |
May 31, 2020 | 49.97% |
April 30, 2020 | 49.97% |
March 31, 2020 | 49.97% |
February 29, 2020 | 49.97% |
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
47.62%
Minimum
Jan 2021
49.97%
Maximum
Apr 2019
48.45%
Average
47.62%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Ansys Inc | 51.28% |
Cadence Design Systems Inc | 32.12% |
Manhattan Associates Inc | 57.93% |
PTC Inc | 54.37% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 16.09 |
Beta (5Y) | 0.7879 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.81% |
Historical Sharpe Ratio (5Y) | 0.7367 |
Historical Sortino (5Y) | 1.283 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.11% |