Nike Inc (NKE)
94.02
-0.17
(-0.18%)
USD |
NYSE |
Apr 23, 16:00
94.05
+0.03
(+0.03%)
Pre-Market: 20:00
Nike Max Drawdown (5Y): 52.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 52.73% |
February 29, 2024 | 52.73% |
January 31, 2024 | 52.73% |
December 31, 2023 | 52.73% |
November 30, 2023 | 52.73% |
October 31, 2023 | 52.73% |
September 30, 2023 | 52.73% |
August 31, 2023 | 52.73% |
July 31, 2023 | 52.73% |
June 30, 2023 | 52.73% |
May 31, 2023 | 52.73% |
April 30, 2023 | 52.73% |
March 31, 2023 | 52.73% |
February 28, 2023 | 52.73% |
January 31, 2023 | 52.73% |
December 31, 2022 | 52.73% |
November 30, 2022 | 52.73% |
October 31, 2022 | 52.73% |
September 30, 2022 | 52.73% |
August 31, 2022 | 42.62% |
July 31, 2022 | 42.62% |
June 30, 2022 | 42.04% |
May 31, 2022 | 39.79% |
April 30, 2022 | 39.79% |
March 31, 2022 | 39.79% |
Date | Value |
---|---|
February 28, 2022 | 39.79% |
January 31, 2022 | 39.79% |
December 31, 2021 | 39.79% |
November 30, 2021 | 39.79% |
October 31, 2021 | 39.79% |
September 30, 2021 | 39.79% |
August 31, 2021 | 39.79% |
July 31, 2021 | 39.79% |
June 30, 2021 | 39.79% |
May 31, 2021 | 39.79% |
April 30, 2021 | 39.79% |
March 31, 2021 | 39.79% |
February 28, 2021 | 39.79% |
January 31, 2021 | 39.79% |
December 31, 2020 | 39.79% |
November 30, 2020 | 39.79% |
October 31, 2020 | 39.79% |
September 30, 2020 | 39.79% |
August 31, 2020 | 39.79% |
July 31, 2020 | 39.79% |
June 30, 2020 | 39.79% |
May 31, 2020 | 39.79% |
April 30, 2020 | 39.79% |
March 31, 2020 | 39.79% |
February 29, 2020 | 25.33% |
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
25.33%
Minimum
Apr 2019
52.73%
Maximum
Sep 2022
41.37%
Average
39.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deckers Outdoor Corp | 54.69% |
Skechers USA Inc | 61.43% |
Tesla Inc | 73.63% |
Crocs Inc | 75.18% |
Steven Madden Ltd | 59.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.87 |
Beta (5Y) | 1.085 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.95% |
Historical Sharpe Ratio (5Y) | 0.0403 |
Historical Sortino (5Y) | 0.0663 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.59% |