Papa John's International Inc (PZZA)
59.74
-1.21
(-1.99%)
USD |
NASDAQ |
May 02, 16:00
59.74
0.00 (0.00%)
After-Hours: 18:23
Papa John's International Max Drawdown (5Y): 58.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.23% |
March 31, 2024 | 58.23% |
February 29, 2024 | 58.23% |
January 31, 2024 | 58.23% |
December 31, 2023 | 58.23% |
November 30, 2023 | 58.23% |
October 31, 2023 | 58.23% |
September 30, 2023 | 58.23% |
August 31, 2023 | 58.23% |
July 31, 2023 | 58.23% |
June 30, 2023 | 58.23% |
May 31, 2023 | 58.23% |
April 30, 2023 | 58.23% |
March 31, 2023 | 58.23% |
February 28, 2023 | 58.23% |
January 31, 2023 | 58.23% |
December 31, 2022 | 58.23% |
November 30, 2022 | 58.23% |
October 31, 2022 | 58.23% |
September 30, 2022 | 58.23% |
August 31, 2022 | 58.23% |
July 31, 2022 | 58.23% |
June 30, 2022 | 58.23% |
May 31, 2022 | 58.23% |
April 30, 2022 | 58.23% |
Date | Value |
---|---|
March 31, 2022 | 58.23% |
February 28, 2022 | 58.23% |
January 31, 2022 | 58.23% |
December 31, 2021 | 58.23% |
November 30, 2021 | 58.23% |
October 31, 2021 | 58.23% |
September 30, 2021 | 58.23% |
August 31, 2021 | 58.23% |
July 31, 2021 | 58.23% |
June 30, 2021 | 58.23% |
May 31, 2021 | 58.23% |
April 30, 2021 | 58.23% |
March 31, 2021 | 58.23% |
February 28, 2021 | 58.23% |
January 31, 2021 | 58.23% |
December 31, 2020 | 58.23% |
November 30, 2020 | 58.23% |
October 31, 2020 | 58.23% |
September 30, 2020 | 58.23% |
August 31, 2020 | 58.23% |
July 31, 2020 | 58.23% |
June 30, 2020 | 58.23% |
May 31, 2020 | 58.23% |
April 30, 2020 | 58.23% |
March 31, 2020 | 58.23% |
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
55.71%
Minimum
May 2019
58.23%
Maximum
Mar 2020
57.81%
Average
58.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Shake Shack Inc | 70.89% |
Domino's Pizza Inc | 47.81% |
Chipotle Mexican Grill Inc | 50.18% |
McDonald's Corp | 36.89% |
Jack In The Box Inc | 82.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.495 |
Beta (5Y) | 1.161 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.41% |
Historical Sharpe Ratio (5Y) | 0.0896 |
Historical Sortino (5Y) | 0.1569 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.66% |