Domino's Pizza Inc (DPZ)
514.33
+1.63
(+0.32%)
USD |
NYSE |
May 03, 16:00
514.62
+0.29
(+0.06%)
After-Hours: 20:00
Domino's Pizza Max Drawdown (5Y): 47.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.81% |
March 31, 2024 | 47.81% |
February 29, 2024 | 47.81% |
January 31, 2024 | 47.81% |
December 31, 2023 | 47.81% |
November 30, 2023 | 47.81% |
October 31, 2023 | 47.81% |
September 30, 2023 | 47.81% |
August 31, 2023 | 47.81% |
July 31, 2023 | 47.81% |
June 30, 2023 | 47.81% |
May 31, 2023 | 47.81% |
April 30, 2023 | 47.27% |
March 31, 2023 | 47.27% |
February 28, 2023 | 47.27% |
January 31, 2023 | 46.05% |
December 31, 2022 | 46.05% |
November 30, 2022 | 46.05% |
October 31, 2022 | 46.05% |
September 30, 2022 | 44.54% |
August 31, 2022 | 42.22% |
July 31, 2022 | 42.22% |
June 30, 2022 | 42.22% |
May 31, 2022 | 42.22% |
April 30, 2022 | 39.94% |
Date | Value |
---|---|
March 31, 2022 | 31.53% |
February 28, 2022 | 28.75% |
January 31, 2022 | 25.34% |
December 31, 2021 | 25.34% |
November 30, 2021 | 25.34% |
October 31, 2021 | 25.34% |
September 30, 2021 | 25.34% |
August 31, 2021 | 25.34% |
July 31, 2021 | 25.34% |
June 30, 2021 | 25.34% |
May 31, 2021 | 25.34% |
April 30, 2021 | 25.34% |
March 31, 2021 | 25.34% |
February 28, 2021 | 25.34% |
January 31, 2021 | 25.34% |
December 31, 2020 | 25.34% |
November 30, 2020 | 25.34% |
October 31, 2020 | 25.34% |
September 30, 2020 | 25.34% |
August 31, 2020 | 25.34% |
July 31, 2020 | 25.34% |
June 30, 2020 | 25.34% |
May 31, 2020 | 25.34% |
April 30, 2020 | 25.34% |
March 31, 2020 | 25.34% |
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
22.73%
Minimum
May 2019
47.81%
Maximum
May 2023
34.03%
Average
25.34%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
McDonald's Corp | 36.89% |
Yum Brands Inc | 52.17% |
Shake Shack Inc | 70.89% |
Chipotle Mexican Grill Inc | 50.18% |
Starbucks Corp | 43.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.275 |
Beta (5Y) | 0.8313 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.56% |
Historical Sharpe Ratio (5Y) | 0.443 |
Historical Sortino (5Y) | 0.7958 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.85% |