Crocs Inc (CROX)
101.84
+3.25
(+3.30%)
USD |
NASDAQ |
Nov 21, 16:00
102.38
+0.54
(+0.53%)
After-Hours: 20:00
Crocs Max Drawdown (5Y): 75.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.18% |
| September 30, 2024 | 75.18% |
| August 31, 2024 | 75.18% |
| July 31, 2024 | 75.18% |
| June 30, 2024 | 75.18% |
| May 31, 2024 | 75.18% |
| April 30, 2024 | 75.18% |
| March 31, 2024 | 75.18% |
| February 29, 2024 | 75.18% |
| January 31, 2024 | 75.18% |
| December 31, 2023 | 75.18% |
| November 30, 2023 | 75.18% |
| October 31, 2023 | 75.18% |
| September 30, 2023 | 75.18% |
| August 31, 2023 | 75.18% |
| July 31, 2023 | 75.18% |
| June 30, 2023 | 75.18% |
| May 31, 2023 | 75.18% |
| April 30, 2023 | 75.18% |
| March 31, 2023 | 75.18% |
| February 28, 2023 | 75.18% |
| January 31, 2023 | 75.18% |
| December 31, 2022 | 75.18% |
| November 30, 2022 | 75.18% |
| October 31, 2022 | 75.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.18% |
| August 31, 2022 | 75.18% |
| July 31, 2022 | 75.18% |
| June 30, 2022 | 75.18% |
| May 31, 2022 | 75.18% |
| April 30, 2022 | 75.18% |
| March 31, 2022 | 75.18% |
| February 28, 2022 | 75.18% |
| January 31, 2022 | 75.18% |
| December 31, 2021 | 75.18% |
| November 30, 2021 | 75.18% |
| October 31, 2021 | 75.18% |
| September 30, 2021 | 75.18% |
| August 31, 2021 | 75.18% |
| July 31, 2021 | 75.18% |
| June 30, 2021 | 75.18% |
| May 31, 2021 | 75.18% |
| April 30, 2021 | 75.48% |
| March 31, 2021 | 75.48% |
| February 28, 2021 | 75.48% |
| January 31, 2021 | 75.48% |
| December 31, 2020 | 75.48% |
| November 30, 2020 | 75.48% |
| October 31, 2020 | 75.48% |
| September 30, 2020 | 75.48% |
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
75.18%
Minimum
May 2021
75.48%
Maximum
Nov 2019
75.27%
Average
75.18%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Deckers Outdoor Corp | 54.69% |
| Nike Inc | 58.62% |
| Wolverine World Wide Inc | 82.58% |
| Skechers USA Inc | 61.43% |
| Mattel Inc | 77.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.119 |
| Beta (5Y) | 2.014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.59% |
| Historical Sharpe Ratio (5Y) | 0.3655 |
| Historical Sortino (5Y) | 0.5683 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.51% |