BJ's Restaurants Inc (BJRI)
34.68
+1.92
(+5.86%)
USD |
NASDAQ |
May 03, 16:00
34.66
-0.02
(-0.04%)
After-Hours: 20:00
BJ's Restaurants Max Drawdown (5Y): 91.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.20% |
March 31, 2024 | 91.20% |
February 29, 2024 | 91.20% |
January 31, 2024 | 91.20% |
December 31, 2023 | 91.20% |
November 30, 2023 | 91.20% |
October 31, 2023 | 91.20% |
September 30, 2023 | 91.20% |
August 31, 2023 | 91.20% |
July 31, 2023 | 91.20% |
June 30, 2023 | 91.20% |
May 31, 2023 | 91.20% |
April 30, 2023 | 91.20% |
March 31, 2023 | 91.20% |
February 28, 2023 | 91.20% |
January 31, 2023 | 91.20% |
December 31, 2022 | 91.20% |
November 30, 2022 | 91.20% |
October 31, 2022 | 91.20% |
September 30, 2022 | 91.20% |
August 31, 2022 | 91.20% |
July 31, 2022 | 91.20% |
June 30, 2022 | 91.20% |
May 31, 2022 | 91.20% |
April 30, 2022 | 91.20% |
Date | Value |
---|---|
March 31, 2022 | 91.20% |
February 28, 2022 | 91.20% |
January 31, 2022 | 91.20% |
December 31, 2021 | 91.20% |
November 30, 2021 | 91.20% |
October 31, 2021 | 91.20% |
September 30, 2021 | 91.20% |
August 31, 2021 | 91.20% |
July 31, 2021 | 91.20% |
June 30, 2021 | 91.20% |
May 31, 2021 | 91.20% |
April 30, 2021 | 91.20% |
March 31, 2021 | 91.20% |
February 28, 2021 | 91.20% |
January 31, 2021 | 91.20% |
December 31, 2020 | 91.20% |
November 30, 2020 | 91.20% |
October 31, 2020 | 91.20% |
September 30, 2020 | 91.20% |
August 31, 2020 | 91.20% |
July 31, 2020 | 91.20% |
June 30, 2020 | 91.20% |
May 31, 2020 | 91.20% |
April 30, 2020 | 91.20% |
March 31, 2020 | 91.20% |
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
47.57%
Minimum
May 2019
91.20%
Maximum
Mar 2020
84.98%
Average
91.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cheesecake Factory Inc | 75.51% |
Brinker International Inc | 85.04% |
Texas Roadhouse Inc | 58.06% |
Ark Restaurants Corp | 66.86% |
Flanigan'S Enterprises Inc | 69.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.57 |
Beta (5Y) | 2.118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.96% |
Historical Sharpe Ratio (5Y) | -0.1558 |
Historical Sortino (5Y) | -0.2419 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.32% |