Lululemon Athletica Inc (LULU)
315.14
+6.83
(+2.22%)
USD |
NASDAQ |
Nov 21, 16:00
315.78
+0.64
(+0.20%)
After-Hours: 20:00
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 | 66.45% |
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% |