Lululemon Athletica Inc (LULU)
319.24
+1.12
(+0.35%)
USD |
NASDAQ |
Nov 05, 16:00
319.50
+0.26
(+0.08%)
After-Hours: 18:25
Lululemon Athletica Max Drawdown (5Y): 54.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.35% |
| September 30, 2024 | 54.35% |
| August 31, 2024 | 54.35% |
| July 31, 2024 | 51.63% |
| June 30, 2024 | 47.29% |
| May 31, 2024 | 47.29% |
| April 30, 2024 | 47.29% |
| March 31, 2024 | 47.29% |
| February 29, 2024 | 47.29% |
| January 31, 2024 | 47.29% |
| December 31, 2023 | 47.29% |
| November 30, 2023 | 47.29% |
| October 31, 2023 | 47.29% |
| September 30, 2023 | 47.29% |
| August 31, 2023 | 47.29% |
| July 31, 2023 | 47.29% |
| June 30, 2023 | 47.29% |
| May 31, 2023 | 47.29% |
| April 30, 2023 | 47.29% |
| March 31, 2023 | 47.29% |
| February 28, 2023 | 47.29% |
| January 31, 2023 | 47.29% |
| December 31, 2022 | 47.29% |
| November 30, 2022 | 47.29% |
| October 31, 2022 | 47.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.29% |
| August 31, 2022 | 47.29% |
| July 31, 2022 | 47.29% |
| June 30, 2022 | 47.29% |
| May 31, 2022 | 47.29% |
| April 30, 2022 | 47.29% |
| March 31, 2022 | 47.29% |
| February 28, 2022 | 47.29% |
| January 31, 2022 | 47.29% |
| December 31, 2021 | 47.29% |
| November 30, 2021 | 47.29% |
| October 31, 2021 | 47.29% |
| September 30, 2021 | 47.29% |
| August 31, 2021 | 47.29% |
| July 31, 2021 | 47.29% |
| June 30, 2021 | 47.29% |
| May 31, 2021 | 47.29% |
| April 30, 2021 | 47.29% |
| March 31, 2021 | 47.29% |
| February 28, 2021 | 47.29% |
| January 31, 2021 | 47.29% |
| December 31, 2020 | 47.29% |
| November 30, 2020 | 47.29% |
| October 31, 2020 | 47.29% |
| September 30, 2020 | 47.29% |
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
46.41%
Minimum
Nov 2019
54.35%
Maximum
Aug 2024
47.66%
Average
47.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ford Motor Co | 66.06% |
| Nike Inc | 58.62% |
| Ulta Beauty Inc | 64.92% |
| XPEL Inc | 68.69% |
| Vision Marine Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.49 |
| Beta (5Y) | 1.237 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.12% |
| Historical Sharpe Ratio (5Y) | 0.13 |
| Historical Sortino (5Y) | 0.2167 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.81% |