Restaurant Brands International Inc (QSR.TO)
95.55
+2.09
(+2.24%)
CAD |
TSX |
Jun 03, 16:00
Restaurant Brands International Max Drawdown (5Y): 60.05% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 60.05% |
April 30, 2024 | 60.05% |
March 31, 2024 | 60.05% |
February 29, 2024 | 60.05% |
January 31, 2024 | 60.05% |
December 31, 2023 | 60.05% |
November 30, 2023 | 60.05% |
October 31, 2023 | 60.05% |
September 30, 2023 | 60.05% |
August 31, 2023 | 60.05% |
July 31, 2023 | 60.05% |
June 30, 2023 | 60.05% |
May 31, 2023 | 60.05% |
April 30, 2023 | 60.05% |
March 31, 2023 | 60.05% |
February 28, 2023 | 60.05% |
January 31, 2023 | 60.05% |
December 31, 2022 | 60.05% |
November 30, 2022 | 60.05% |
October 31, 2022 | 60.05% |
September 30, 2022 | 60.05% |
August 31, 2022 | 60.05% |
July 31, 2022 | 60.05% |
June 30, 2022 | 60.05% |
May 31, 2022 | 60.05% |
Date | Value |
---|---|
April 30, 2022 | 60.05% |
March 31, 2022 | 60.05% |
February 28, 2022 | 60.05% |
January 31, 2022 | 60.05% |
December 31, 2021 | 60.05% |
November 30, 2021 | 60.05% |
October 31, 2021 | 60.05% |
September 30, 2021 | 60.05% |
August 31, 2021 | 60.05% |
July 31, 2021 | 60.05% |
June 30, 2021 | 60.05% |
May 31, 2021 | 60.05% |
April 30, 2021 | 60.05% |
March 31, 2021 | 60.05% |
February 28, 2021 | 60.05% |
January 31, 2021 | 60.05% |
December 31, 2020 | 60.05% |
November 30, 2020 | 60.05% |
October 31, 2020 | 60.05% |
September 30, 2020 | 60.05% |
August 31, 2020 | 60.05% |
July 31, 2020 | 60.05% |
June 30, 2020 | 60.05% |
May 31, 2020 | 60.05% |
April 30, 2020 | 60.05% |
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
26.86%
Minimum
Jun 2019
60.05%
Maximum
Mar 2020
55.07%
Average
60.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boston Pizza Royalties Income Fund | 71.11% |
A&W Revenue Royalties Income Fund | 60.64% |
The Keg Royalties Income Fund | 69.86% |
SIR Royalty Income Fund | 91.22% |
Pizza Pizza Royalty Corp | 61.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.954 |
Beta (5Y) | 0.899 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.21% |
Historical Sharpe Ratio (5Y) | 0.082 |
Historical Sortino (5Y) | 0.1038 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.36% |