Lululemon Athletica Inc (LULU)
364.65
-0.03
(-0.01%)
USD |
NASDAQ |
Apr 24, 16:00
364.59
-0.06
(-0.02%)
After-Hours: 18:24
Lululemon Athletica Max Drawdown (5Y): 47.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 47.29% |
| July 31, 2020 | 47.29% |
| June 30, 2020 | 47.29% |
| May 31, 2020 | 47.29% |
| April 30, 2020 | 47.29% |
| March 31, 2020 | 47.29% |
| February 29, 2020 | 46.41% |
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
Sep 2019
54.41%
Maximum
Apr 2019
47.66%
Average
47.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Tesla Inc | 73.63% |
| Nike Inc | 52.73% |
| PVH Corp | 82.68% |
| Electrameccanica Vehicles Corp Ltd (DELISTED) | 98.04% |
| Vision Marine Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0166 |
| Beta (5Y) | 1.300 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.73% |
| Historical Sharpe Ratio (5Y) | 0.4274 |
| Historical Sortino (5Y) | 0.6946 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.83% |