Columbia Sportswear Co (COLM)
81.82
+1.47
(+1.83%)
USD |
NASDAQ |
Nov 04, 16:00
81.70
-0.12
(-0.15%)
Pre-Market: 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
| Yunhong Green CTI Ltd | 89.22% |
| Cavco Industries Inc | 57.89% |
| DSS Inc | 99.80% |
| Goodyear Tire & Rubber Co | 86.54% |
| MillerKnoll Inc | 72.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.49 |
| Beta (5Y) | 0.925 |
| 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% |