SPS Commerce Inc (SPSC)
186.36
+6.49
(+3.61%)
USD |
NASDAQ |
Nov 21, 16:00
186.36
0.00 (0.00%)
After-Hours: 20:00
SPS Commerce Max Drawdown (5Y): 47.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.62% |
| September 30, 2024 | 47.62% |
| August 31, 2024 | 47.62% |
| July 31, 2024 | 47.62% |
| June 30, 2024 | 47.62% |
| May 31, 2024 | 47.62% |
| April 30, 2024 | 47.62% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 49.97% |
| January 31, 2021 | 49.97% |
| December 31, 2020 | 49.97% |
| November 30, 2020 | 49.97% |
| October 31, 2020 | 49.97% |
| September 30, 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
Mar 2021
49.97%
Maximum
Nov 2019
48.25%
Average
47.62%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Intuit Inc | 49.01% |
| Paylocity Holding Corp | 56.88% |
| Paycom Software Inc | 74.44% |
| Appian Corp | 88.60% |
| Intapp Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.43 |
| Beta (5Y) | 0.8380 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.89% |
| Historical Sharpe Ratio (5Y) | 0.6476 |
| Historical Sortino (5Y) | 1.163 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.81% |