Crocs Inc (CROX)
124.28
-2.42
(-1.91%)
USD |
NASDAQ |
May 03, 16:00
124.50
+0.22
(+0.18%)
Pre-Market: 20:00
Crocs Max Drawdown (5Y): 75.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 75.18% |
| March 31, 2024 | 75.18% |
| February 29, 2024 | 75.18% |
| January 31, 2024 | 75.18% |
| December 31, 2023 | 75.18% |
| November 30, 2023 | 75.18% |
| October 31, 2023 | 75.18% |
| September 30, 2023 | 75.18% |
| August 31, 2023 | 75.18% |
| July 31, 2023 | 75.18% |
| June 30, 2023 | 75.18% |
| May 31, 2023 | 75.18% |
| April 30, 2023 | 75.18% |
| March 31, 2023 | 75.18% |
| February 28, 2023 | 75.18% |
| January 31, 2023 | 75.18% |
| December 31, 2022 | 75.18% |
| November 30, 2022 | 75.18% |
| October 31, 2022 | 75.18% |
| September 30, 2022 | 75.18% |
| August 31, 2022 | 75.18% |
| July 31, 2022 | 75.18% |
| June 30, 2022 | 75.18% |
| May 31, 2022 | 75.18% |
| April 30, 2022 | 75.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.18% |
| February 28, 2022 | 75.18% |
| January 31, 2022 | 75.18% |
| December 31, 2021 | 75.18% |
| November 30, 2021 | 75.18% |
| October 31, 2021 | 75.18% |
| September 30, 2021 | 75.18% |
| August 31, 2021 | 75.18% |
| July 31, 2021 | 75.18% |
| June 30, 2021 | 75.18% |
| May 31, 2021 | 75.18% |
| April 30, 2021 | 75.18% |
| March 31, 2021 | 75.18% |
| February 28, 2021 | 75.48% |
| January 31, 2021 | 75.48% |
| December 31, 2020 | 75.48% |
| November 30, 2020 | 75.48% |
| October 31, 2020 | 75.48% |
| September 30, 2020 | 75.48% |
| August 31, 2020 | 75.48% |
| July 31, 2020 | 75.48% |
| June 30, 2020 | 75.48% |
| May 31, 2020 | 75.48% |
| April 30, 2020 | 75.48% |
| March 31, 2020 | 75.48% |
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
75.18%
Minimum
Mar 2021
75.48%
Maximum
May 2019
75.29%
Average
75.18%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Deckers Outdoor Corp | 54.69% |
| Nike Inc | 52.73% |
| Skechers USA Inc | 61.43% |
| Ralph Lauren Corp | 55.18% |
| American Woodmark Corp | 74.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.18 |
| Beta (5Y) | 2.033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.81% |
| Historical Sharpe Ratio (5Y) | 0.5229 |
| Historical Sortino (5Y) | 0.789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.33% |