Cheesecake Factory Inc (CAKE)
35.36
+0.48
(+1.36%)
USD |
NASDAQ |
Apr 26, 16:00
35.34
-0.02
(-0.04%)
After-Hours: 20:00
Cheesecake Factory Max Drawdown (5Y): 75.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 75.51% |
| February 29, 2024 | 75.51% |
| January 31, 2024 | 75.51% |
| December 31, 2023 | 75.51% |
| November 30, 2023 | 75.51% |
| October 31, 2023 | 75.51% |
| September 30, 2023 | 75.51% |
| August 31, 2023 | 75.51% |
| July 31, 2023 | 75.51% |
| June 30, 2023 | 75.51% |
| May 31, 2023 | 75.51% |
| April 30, 2023 | 75.51% |
| March 31, 2023 | 75.51% |
| February 28, 2023 | 75.51% |
| January 31, 2023 | 75.51% |
| December 31, 2022 | 75.51% |
| November 30, 2022 | 75.51% |
| October 31, 2022 | 75.51% |
| September 30, 2022 | 75.51% |
| August 31, 2022 | 75.51% |
| July 31, 2022 | 75.51% |
| June 30, 2022 | 75.51% |
| May 31, 2022 | 75.51% |
| April 30, 2022 | 75.51% |
| March 31, 2022 | 75.51% |
| Date | Value |
|---|---|
| February 28, 2022 | 75.51% |
| January 31, 2022 | 75.51% |
| December 31, 2021 | 75.51% |
| November 30, 2021 | 75.51% |
| October 31, 2021 | 75.51% |
| September 30, 2021 | 75.51% |
| August 31, 2021 | 75.51% |
| July 31, 2021 | 75.51% |
| June 30, 2021 | 75.51% |
| May 31, 2021 | 75.51% |
| April 30, 2021 | 75.51% |
| March 31, 2021 | 75.51% |
| February 28, 2021 | 75.51% |
| January 31, 2021 | 75.51% |
| December 31, 2020 | 75.51% |
| November 30, 2020 | 75.51% |
| October 31, 2020 | 75.51% |
| September 30, 2020 | 75.51% |
| August 31, 2020 | 75.51% |
| July 31, 2020 | 75.51% |
| June 30, 2020 | 75.51% |
| May 31, 2020 | 75.51% |
| April 30, 2020 | 75.51% |
| March 31, 2020 | 74.52% |
| February 29, 2020 | 43.72% |
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
41.63%
Minimum
Apr 2019
75.51%
Maximum
Apr 2020
69.45%
Average
75.51%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| McDonald's Corp | 36.89% |
| Dine Brands Global Inc | 83.26% |
| Red Robin Gourmet Burgers Inc | 94.42% |
| Texas Roadhouse Inc | 58.06% |
| The Wendy's Co | 68.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.38 |
| Beta (5Y) | 1.486 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.61% |
| Historical Sharpe Ratio (5Y) | -0.1312 |
| Historical Sortino (5Y) | -0.1805 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.06% |