Nike Inc (NKE)
75.10
+1.74
(+2.37%)
USD |
NYSE |
Nov 21, 16:00
75.24
+0.14
(+0.19%)
After-Hours: 20:00
Nike Max Drawdown (5Y): 58.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.62% |
| September 30, 2024 | 58.62% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
58.62%
Maximum
Jul 2024
45.01%
Average
39.79%
Median
Max Drawdown (5Y) Benchmarks
| Crocs Inc | 75.18% |
| Deckers Outdoor Corp | 54.69% |
| Skechers USA Inc | 61.43% |
| Wolverine World Wide Inc | 82.58% |
| Steven Madden Ltd | 59.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.58 |
| Beta (5Y) | 1.034 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.63% |
| Historical Sharpe Ratio (5Y) | -0.1259 |
| Historical Sortino (5Y) | -0.1956 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.22% |