Deckers Outdoor Corp
Provider: Exchange
| Annualised Return | 25.98% |
| Realised Volatility | 42.21% |
| Downside Volatility | 27.38% |
| Max Drawdown | -75.16% |
| Winning months | 58.33% |
| Sharpe Ratio | 0.62 |
| Sortino Ratio | 0.95 |
| Calmar Ratio | 0.35 |
| Viking Ratio | 0.43 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 12.76% | 18.82% | 5.1% | -13.05% | 33.65% | -11.52% | -4.68% | 3.97% | -0.27% | 0.9% | 21.8% | 5.69% | 85.91% |
| 2023 | 7.09% | -2.6% | 7.97% | 6.63% | -0.91% | 11.09% | 3.04% | -2.69% | -2.84% | 16.14% | 11.21% | 0.67% | 67.46% |
| 2022 | -12.58% | -9.86% | -5.15% | -2.93% | 1.06% | -4.92% | 22.66% | 2.67% | -2.79% | 11.94% | 13.99% | 0.07% | 8.97% |
| 2021 | 1.81% | 11.69% | 1.32% | 2.35% | -0.82% | 14.5% | 6.97% | 1.85% | -13.92% | 9.75% | 2.55% | -9.64% | 27.73% |
| 2020 | 13.06% | -8.96% | -22.9% | 11.01% | 22.7% | 7.59% | 6.55% | -2.57% | 7.92% | 15.16% | 0.48% | 12.64% | 69.83% |
| 2019 | 0.39% | 15.18% | -0.65% | 7.63% | -3.86% | 15.69% | -11.19% | -5.65% | -0.06% | 3.76% | 9.99% | 0.4% | 31.97% |
| 2018 | 6.8% | 10.35% | -4.81% | 3.59% | 21.34% | -0.24% | -0.05% | 7.99% | -2.68% | 7.24% | 4.77% | -3.97% | 59.44% |
| 2017 | 3.99% | -8.28% | 13.06% | -0.23% | 16.39% | -1.59% | -4.98% | -1.48% | 7.06% | -0.25% | 9.51% | 7.39% | 44.88% |
| 2016 | 4.79% | 14.36% | 5.92% | -3.51% | -9.03% | 9.37% | 14.76% | -1% | -8.88% | -12.36% | 13.97% | -6.88% | 17.35% |
| 2015 | -27.45% | 12.4% | -1.85% | 1.55% | -7.91% | 5.61% | 1.26% | -11.65% | -9.83% | -4.13% | -12.07% | -3.56% | -48.15% |
| 2014 | -7.71% | -4.62% | 7.24% | -0.98% | -2.1% | 11.7% | 2.53% | 4.21% | 5.36% | -10% | 10.59% | -5.87% | 7.79% |
| 2013 | -0.8% | 1.15% | 37.81% | -1.02% | -2.61% | -5.91% | 8.67% | 7% | 12.24% | 4.35% | 20.1% | 2.23% | 109.73% |
| 2012 | 6.99% | -7.53% | -15.66% | -19.1% | 9.13% | -20.94% | -5.23% | 18.72% | -26.01% | -21.86% | 33.74% | 5.17% | -46.71% |
| 2011 | -7.96% | 20.21% | -2.35% | -1.5% | 7.35% | -3.25% | 12.61% | -10.37% | 4.72% | 23.7% | -5.46% | -30.63% | -5.23% |
| 2010 | -3.49% | 22.44% | 14.81% | 1.87% | 2.94% | -1.28% | 6.86% | -14.7% | 15.09% | 16.29% | 32.36% | 3.69% | 135.18% |
| 2009 | -34.59% | -21% | 28.52% | 6.56% | 2.55% | 21.24% | -3.79% | 1.01% | 24.25% | 5.68% | 3.3% | 9.81% | 27.36% |
| 2008 | -21.81% | -8.74% | -2.55% | 28.06% | -0.98% | 1.81% | -18.81% | 0.6% | -8.45% | -18.47% | -29.72% | 33.92% | -48.49% |
| 2007 | -0.54% | 11.82% | 8.93% | 6.63% | 16.06% | 14.8% | 2.18% | -8.64% | 16.57% | 27.31% | 3.13% | 7.55% | 164.48% |