El Pollo Loco Holdings Inc (LOCO)
10.01
+1.41
(+16.40%)
USD |
NASDAQ |
May 03, 16:00
9.77
-0.24
(-2.40%)
After-Hours: 07:07
El Pollo Loco Holdings Max Drawdown (5Y): 73.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.95% |
March 31, 2024 | 73.95% |
February 29, 2024 | 74.73% |
January 31, 2024 | 74.73% |
December 31, 2023 | 74.73% |
November 30, 2023 | 74.73% |
October 31, 2023 | 74.73% |
September 30, 2023 | 74.73% |
August 31, 2023 | 74.73% |
July 31, 2023 | 74.73% |
June 30, 2023 | 74.73% |
May 31, 2023 | 74.73% |
April 30, 2023 | 74.73% |
March 31, 2023 | 74.73% |
February 28, 2023 | 76.21% |
January 31, 2023 | 77.06% |
December 31, 2022 | 77.31% |
November 30, 2022 | 77.55% |
October 31, 2022 | 77.55% |
September 30, 2022 | 77.55% |
August 31, 2022 | 77.55% |
July 31, 2022 | 77.55% |
June 30, 2022 | 77.55% |
May 31, 2022 | 77.55% |
April 30, 2022 | 77.55% |
Date | Value |
---|---|
March 31, 2022 | 77.55% |
February 28, 2022 | 77.55% |
January 31, 2022 | 77.55% |
December 31, 2021 | 77.55% |
November 30, 2021 | 77.55% |
October 31, 2021 | 77.55% |
September 30, 2021 | 77.55% |
August 31, 2021 | 77.55% |
July 31, 2021 | 77.55% |
June 30, 2021 | 77.55% |
May 31, 2021 | 77.55% |
April 30, 2021 | 77.55% |
March 31, 2021 | 77.55% |
February 28, 2021 | 77.55% |
January 31, 2021 | 77.55% |
December 31, 2020 | 77.55% |
November 30, 2020 | 77.55% |
October 31, 2020 | 77.55% |
September 30, 2020 | 77.55% |
August 31, 2020 | 77.55% |
July 31, 2020 | 77.55% |
June 30, 2020 | 77.55% |
May 31, 2020 | 77.55% |
April 30, 2020 | 77.55% |
March 31, 2020 | 77.55% |
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
73.95%
Minimum
Mar 2024
77.55%
Maximum
May 2019
76.83%
Average
77.55%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Cracker Barrel Old Country Store Inc | 67.25% |
Denny's Corp | 78.82% |
Red Robin Gourmet Burgers Inc | 94.42% |
Texas Roadhouse Inc | 58.06% |
The One Group Hospitality Inc | 82.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.23 |
Beta (5Y) | 1.442 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.53% |
Historical Sharpe Ratio (5Y) | -0.1644 |
Historical Sortino (5Y) | -0.2932 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |