Columbia Sportswear Co (COLM)
80.99
+0.89
(+1.11%)
USD |
NASDAQ |
Nov 21, 16:00
82.14
+1.15
(+1.42%)
After-Hours: 20:00
Columbia Sportswear Max Drawdown (5Y): 47.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 47.22% |
September 30, 2024 | 47.22% |
August 31, 2024 | 47.22% |
July 31, 2024 | 47.22% |
June 30, 2024 | 47.22% |
May 31, 2024 | 47.22% |
April 30, 2024 | 47.22% |
March 31, 2024 | 47.22% |
February 29, 2024 | 47.22% |
January 31, 2024 | 47.22% |
December 31, 2023 | 47.22% |
November 30, 2023 | 47.22% |
October 31, 2023 | 47.22% |
September 30, 2023 | 47.22% |
August 31, 2023 | 47.22% |
July 31, 2023 | 47.22% |
June 30, 2023 | 47.22% |
May 31, 2023 | 47.22% |
April 30, 2023 | 47.22% |
March 31, 2023 | 47.22% |
February 28, 2023 | 47.22% |
January 31, 2023 | 47.22% |
December 31, 2022 | 47.22% |
November 30, 2022 | 47.22% |
October 31, 2022 | 47.22% |
Date | Value |
---|---|
September 30, 2022 | 47.22% |
August 31, 2022 | 47.22% |
July 31, 2022 | 47.22% |
June 30, 2022 | 47.22% |
May 31, 2022 | 47.22% |
April 30, 2022 | 47.22% |
March 31, 2022 | 47.22% |
February 28, 2022 | 47.22% |
January 31, 2022 | 47.22% |
December 31, 2021 | 47.22% |
November 30, 2021 | 47.22% |
October 31, 2021 | 47.22% |
September 30, 2021 | 47.22% |
August 31, 2021 | 47.22% |
July 31, 2021 | 47.22% |
June 30, 2021 | 47.22% |
May 31, 2021 | 47.22% |
April 30, 2021 | 47.22% |
March 31, 2021 | 47.22% |
February 28, 2021 | 47.22% |
January 31, 2021 | 47.22% |
December 31, 2020 | 47.22% |
November 30, 2020 | 47.22% |
October 31, 2020 | 47.22% |
September 30, 2020 | 47.22% |
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
38.17%
Minimum
Nov 2019
47.22%
Maximum
Mar 2020
46.62%
Average
47.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
Commercial Vehicle Group Inc | 90.48% |
Hyliion Holdings Corp | -- |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.49 |
Beta (5Y) | 0.9250 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.60% |
Historical Sharpe Ratio (5Y) | -0.1285 |
Historical Sortino (5Y) | -0.1947 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.99% |