NIKE, Inc. (NKE)
33.87
-1.28
(-3.64%)
USD |
NYSE |
Oct 02, 16:00
33.85
-0.02
(-0.06%)
Pre-Market: 20:00
NIKE Max Drawdown (5Y) : 78.14% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 78.14% |
| August 31, 2026 | 76.52% |
| July 31, 2026 | 75.11% |
| June 30, 2026 | 75.11% |
| May 31, 2026 | 74.64% |
| April 30, 2026 | 74.20% |
| March 31, 2026 | 68.98% |
| February 28, 2026 | 68.54% |
| January 31, 2026 | 68.54% |
| December 31, 2025 | 68.54% |
| November 30, 2025 | 68.54% |
| October 31, 2025 | 68.54% |
| September 30, 2025 | 68.54% |
| August 31, 2025 | 68.54% |
| July 31, 2025 | 68.54% |
| June 30, 2025 | 68.54% |
| May 31, 2025 | 68.54% |
| April 30, 2025 | 68.54% |
| March 31, 2025 | 62.62% |
| February 28, 2025 | 59.64% |
| January 31, 2025 | 58.62% |
| December 31, 2024 | 58.62% |
| November 30, 2024 | 58.62% |
| October 31, 2024 | 58.62% |
| September 30, 2024 | 58.62% |
| Date | Value |
|---|---|
| August 31, 2024 | 58.62% |
| July 31, 2024 | 58.62% |
| June 30, 2024 | 56.13% |
| May 31, 2024 | 52.73% |
| April 30, 2024 | 52.73% |
| 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% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Wolverine World Wide, Inc. | 82.58% |
| Crocs, Inc. | 73.86% |
| Deckers Outdoor Corp. | 65.26% |
| Under Armour, Inc. | 84.53% |
| adidas AG | 76.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.91 |
| Beta (5Y) | 1.092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.06% |
| Historical Sharpe Ratio (5Y) | -0.8163 |
| Historical Sortino (5Y) | -1.273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.76% |