Skechers USA Inc (SKX)
65.46
-0.59
(-0.89%)
USD |
NYSE |
May 01, 16:00
66.00
+0.54
(+0.82%)
Pre-Market: 04:16
Skechers USA Max Drawdown (5Y): 61.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.43% |
March 31, 2024 | 61.43% |
February 29, 2024 | 61.43% |
January 31, 2024 | 61.43% |
December 31, 2023 | 61.43% |
November 30, 2023 | 61.43% |
October 31, 2023 | 61.43% |
September 30, 2023 | 61.43% |
August 31, 2023 | 61.43% |
July 31, 2023 | 61.43% |
June 30, 2023 | 61.43% |
May 31, 2023 | 61.43% |
April 30, 2023 | 61.43% |
March 31, 2023 | 61.43% |
February 28, 2023 | 61.43% |
January 31, 2023 | 61.43% |
December 31, 2022 | 61.43% |
November 30, 2022 | 61.43% |
October 31, 2022 | 61.43% |
September 30, 2022 | 61.43% |
August 31, 2022 | 61.43% |
July 31, 2022 | 61.43% |
June 30, 2022 | 61.43% |
May 31, 2022 | 61.43% |
April 30, 2022 | 61.43% |
Date | Value |
---|---|
March 31, 2022 | 61.43% |
February 28, 2022 | 61.43% |
January 31, 2022 | 61.43% |
December 31, 2021 | 61.43% |
November 30, 2021 | 61.43% |
October 31, 2021 | 61.43% |
September 30, 2021 | 61.43% |
August 31, 2021 | 63.28% |
July 31, 2021 | 64.48% |
June 30, 2021 | 64.48% |
May 31, 2021 | 64.48% |
April 30, 2021 | 64.48% |
March 31, 2021 | 64.48% |
February 28, 2021 | 64.48% |
January 31, 2021 | 64.48% |
December 31, 2020 | 64.48% |
November 30, 2020 | 64.48% |
October 31, 2020 | 64.48% |
September 30, 2020 | 64.48% |
August 31, 2020 | 64.48% |
July 31, 2020 | 64.48% |
June 30, 2020 | 64.48% |
May 31, 2020 | 64.48% |
April 30, 2020 | 64.48% |
March 31, 2020 | 64.48% |
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
61.43%
Minimum
Sep 2021
64.48%
Maximum
May 2019
62.83%
Average
61.43%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Deckers Outdoor Corp | 54.69% |
Nike Inc | 52.73% |
Crocs Inc | 75.18% |
Steven Madden Ltd | 59.77% |
Wolverine World Wide Inc | 82.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.6095 |
Beta (5Y) | 1.293 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.15% |
Historical Sharpe Ratio (5Y) | 0.3714 |
Historical Sortino (5Y) | 0.5236 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |