Skechers USA Inc (SKX)
58.01
+1.60
(+2.84%)
USD |
NYSE |
Apr 22, 16:00
57.45
-0.56
(-0.97%)
Pre-Market: 20:00
Skechers USA Max Drawdown (5Y): 61.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.43% |
| February 29, 2024 | 61.43% |
| January 31, 2024 | 61.43% |
| December 31, 2023 | 61.43% |
| November 30, 2023 | 61.43% |
| October 31, 2023 | 61.43% |
| September 30, 2023 | 61.43% |
| August 31, 2023 | 61.43% |
| July 31, 2023 | 61.43% |
| June 30, 2023 | 61.43% |
| May 31, 2023 | 61.43% |
| April 30, 2023 | 61.43% |
| March 31, 2023 | 61.43% |
| February 28, 2023 | 61.43% |
| January 31, 2023 | 61.43% |
| December 31, 2022 | 61.43% |
| November 30, 2022 | 61.43% |
| October 31, 2022 | 61.43% |
| September 30, 2022 | 61.43% |
| August 31, 2022 | 61.43% |
| July 31, 2022 | 61.43% |
| June 30, 2022 | 61.43% |
| May 31, 2022 | 61.43% |
| April 30, 2022 | 61.43% |
| March 31, 2022 | 61.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 61.43% |
| January 31, 2022 | 61.43% |
| December 31, 2021 | 61.43% |
| November 30, 2021 | 61.43% |
| October 31, 2021 | 61.43% |
| September 30, 2021 | 61.43% |
| August 31, 2021 | 63.28% |
| July 31, 2021 | 64.48% |
| June 30, 2021 | 64.48% |
| May 31, 2021 | 64.48% |
| April 30, 2021 | 64.48% |
| March 31, 2021 | 64.48% |
| February 28, 2021 | 64.48% |
| January 31, 2021 | 64.48% |
| December 31, 2020 | 64.48% |
| November 30, 2020 | 64.48% |
| October 31, 2020 | 64.48% |
| September 30, 2020 | 64.48% |
| August 31, 2020 | 64.48% |
| July 31, 2020 | 64.48% |
| June 30, 2020 | 64.48% |
| May 31, 2020 | 64.48% |
| April 30, 2020 | 64.48% |
| March 31, 2020 | 64.48% |
| February 29, 2020 | 64.48% |
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
61.43%
Minimum
Sep 2021
64.48%
Maximum
Apr 2019
62.88%
Average
61.43%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Deckers Outdoor Corp | 54.69% |
| Nike Inc | 52.73% |
| Crocs Inc | 75.18% |
| Steven Madden Ltd | 59.77% |
| Mattel Inc | 77.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.416 |
| Beta (5Y) | 1.316 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.21% |
| Historical Sharpe Ratio (5Y) | 0.2892 |
| Historical Sortino (5Y) | 0.4038 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |