Sprout Social Inc (SPT)
21.45
+0.46
(+2.19%)
USD |
NASDAQ |
Apr 25, 16:00
21.43
-0.02
(-0.09%)
After-Hours: 20:00
Sprout Social Max Drawdown (5Y): 84.76% 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
| Braze Inc | -- |
| Workday Inc | 55.92% |
| Uber Technologies Inc | 67.62% |
| BILL Holdings Inc | 87.26% |
| Inuvo Inc | 94.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.81 |
| Beta (5Y) | 1.115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.82% |
| Historical Sharpe Ratio (5Y) | 0.0629 |
| Historical Sortino (5Y) | 0.1092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.21% |