Nathan's Famous Inc (NATH)
69.81
+1.12
(+1.63%)
USD |
NASDAQ |
May 17, 16:00
71.00
+1.19
(+1.70%)
After-Hours: 20:00
Nathan's Famous Max Drawdown (5Y): 53.17% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.17% |
March 31, 2024 | 53.17% |
February 29, 2024 | 53.17% |
January 31, 2024 | 53.17% |
December 31, 2023 | 53.17% |
November 30, 2023 | 53.17% |
October 31, 2023 | 53.17% |
September 30, 2023 | 53.17% |
August 31, 2023 | 53.17% |
July 31, 2023 | 53.17% |
June 30, 2023 | 53.17% |
May 31, 2023 | 53.17% |
April 30, 2023 | 53.17% |
March 31, 2023 | 53.17% |
February 28, 2023 | 53.17% |
January 31, 2023 | 53.17% |
December 31, 2022 | 53.17% |
November 30, 2022 | 53.17% |
October 31, 2022 | 53.17% |
September 30, 2022 | 53.17% |
August 31, 2022 | 53.17% |
July 31, 2022 | 53.17% |
June 30, 2022 | 53.17% |
May 31, 2022 | 53.17% |
April 30, 2022 | 53.17% |
Date | Value |
---|---|
March 31, 2022 | 53.17% |
February 28, 2022 | 53.17% |
January 31, 2022 | 53.17% |
December 31, 2021 | 53.17% |
November 30, 2021 | 53.17% |
October 31, 2021 | 53.17% |
September 30, 2021 | 53.17% |
August 31, 2021 | 53.17% |
July 31, 2021 | 53.17% |
June 30, 2021 | 53.17% |
May 31, 2021 | 53.17% |
April 30, 2021 | 53.17% |
March 31, 2021 | 53.17% |
February 28, 2021 | 53.17% |
January 31, 2021 | 53.17% |
December 31, 2020 | 53.17% |
November 30, 2020 | 53.17% |
October 31, 2020 | 53.17% |
September 30, 2020 | 53.17% |
August 31, 2020 | 53.17% |
July 31, 2020 | 53.17% |
June 30, 2020 | 53.17% |
May 31, 2020 | 53.17% |
April 30, 2020 | 53.17% |
March 31, 2020 | 53.17% |
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
48.16%
Minimum
May 2019
53.17%
Maximum
Mar 2020
52.33%
Average
53.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Jack In The Box Inc | 82.47% |
Papa John's International Inc | 58.23% |
Carrols Restaurant Group Inc | 93.65% |
Noodles & Co | 91.11% |
BT Brands Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.855 |
Beta (5Y) | 0.2674 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.33% |
Historical Sharpe Ratio (5Y) | -0.032 |
Historical Sortino (5Y) | -0.0622 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.27% |