SPS Commerce Inc (SPSC)
131.69
+1.61
(+1.24%)
USD |
NASDAQ |
Apr 11, 16:00
131.74
+0.05
(+0.04%)
After-Hours: 20:00
SPS Commerce Max Drawdown (5Y): 43.58% 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
| Manhattan Associates Inc | 48.96% |
| Mitek Systems Inc | 65.05% |
| Workiva Inc | 62.73% |
| BlackLine Inc | 70.91% |
| Vertex Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.545 |
| Beta (5Y) | 0.8872 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.03% |
| Historical Sharpe Ratio (5Y) | 0.6092 |
| Historical Sortino (5Y) | 1.090 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.15% |