Nike Inc (NKE)
54.39
-0.01
(-0.02%)
USD |
NYSE |
Apr 11, 16:00
54.31
-0.08
(-0.15%)
After-Hours: 20:00
Nike Max Drawdown (5Y): 62.62% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Crocs Inc | 73.86% |
| Deckers Outdoor Corp | 50.00% |
| Skechers USA Inc | 59.50% |
| Tesla Inc | 73.63% |
| Steven Madden Ltd | 66.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.96 |
| Beta (5Y) | 1.147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.50% |
| Historical Sharpe Ratio (5Y) | -0.2104 |
| Historical Sortino (5Y) | -0.3454 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |