SPS Commerce Inc (SPSC)

188.20 -2.10 (-1.10%) USD  |  NASDAQ  |  Dec 20, 16:00
188.00 -0.20 (-0.11%) After-Hours: 20:00
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SPS Commerce Max Drawdown (5Y): 47.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 13.98
Beta (5Y) 0.8647
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.16%
Historical Sharpe Ratio (5Y) 0.7059
Historical Sortino (5Y) 1.290
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.01%