SPS Commerce, Inc. (SPSC)
85.36
+0.11
(+0.13%)
USD |
NASDAQ |
Oct 19, 16:00
85.36
0.00 (0.00%)
After-Hours: 18:29
SPS Commerce Max Drawdown (5Y) : 76.83% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 76.83% |
| August 31, 2026 | 76.83% |
| July 31, 2026 | 76.83% |
| June 30, 2026 | 76.83% |
| May 31, 2026 | 76.83% |
| April 30, 2026 | 76.12% |
| March 31, 2026 | 74.87% |
| February 28, 2026 | 74.87% |
| January 31, 2026 | 63.78% |
| December 31, 2025 | 63.78% |
| November 30, 2025 | 63.78% |
| October 31, 2025 | 61.82% |
| September 30, 2025 | 51.78% |
| August 31, 2025 | 51.78% |
| July 31, 2025 | 49.46% |
| June 30, 2025 | 43.58% |
| May 31, 2025 | 43.58% |
| April 30, 2025 | 43.58% |
| March 31, 2025 | 43.58% |
| February 28, 2025 | 47.62% |
| January 31, 2025 | 47.62% |
| December 31, 2024 | 47.62% |
| November 30, 2024 | 47.62% |
| October 31, 2024 | 47.62% |
| September 30, 2024 | 47.62% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 47.62% |
| August 31, 2022 | 47.62% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Salesforce, Inc. | 58.66% |
| Roper Technologies, Inc. | 46.51% |
| RingCentral, Inc. | 95.15% |
| Alarm.com Holdings, Inc. | 57.92% |
| Unity Software, Inc. | 93.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.57 |
| Beta (5Y) | 0.6220 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.15% |
| Historical Sharpe Ratio (5Y) | -0.44 |
| Historical Sortino (5Y) | -0.5967 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.81% |