Restaurant Brands International Inc (QSR)
74.21
+0.99
(+1.35%)
USD |
NYSE |
May 02, 16:00
74.21
0.00 (0.00%)
After-Hours: 20:00
Restaurant Brands International Max Drawdown (5Y): 63.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.06% |
March 31, 2024 | 63.06% |
February 29, 2024 | 63.06% |
January 31, 2024 | 63.06% |
December 31, 2023 | 63.06% |
November 30, 2023 | 63.06% |
October 31, 2023 | 63.06% |
September 30, 2023 | 63.06% |
August 31, 2023 | 63.06% |
July 31, 2023 | 63.06% |
June 30, 2023 | 63.06% |
May 31, 2023 | 63.06% |
April 30, 2023 | 63.06% |
March 31, 2023 | 63.06% |
February 28, 2023 | 63.06% |
January 31, 2023 | 63.06% |
December 31, 2022 | 63.06% |
November 30, 2022 | 63.06% |
October 31, 2022 | 63.06% |
September 30, 2022 | 63.06% |
August 31, 2022 | 63.06% |
July 31, 2022 | 63.06% |
June 30, 2022 | 63.06% |
May 31, 2022 | 63.06% |
April 30, 2022 | 63.06% |
Date | Value |
---|---|
March 31, 2022 | 63.06% |
February 28, 2022 | 63.06% |
January 31, 2022 | 63.06% |
December 31, 2021 | 63.06% |
November 30, 2021 | 63.06% |
October 31, 2021 | 63.06% |
September 30, 2021 | 63.06% |
August 31, 2021 | 63.06% |
July 31, 2021 | 63.06% |
June 30, 2021 | 63.06% |
May 31, 2021 | 63.06% |
April 30, 2021 | 63.06% |
March 31, 2021 | 63.06% |
February 28, 2021 | 63.06% |
January 31, 2021 | 63.06% |
December 31, 2020 | 63.06% |
November 30, 2020 | 63.06% |
October 31, 2020 | 63.06% |
September 30, 2020 | 63.06% |
August 31, 2020 | 63.06% |
July 31, 2020 | 63.06% |
June 30, 2020 | 63.06% |
May 31, 2020 | 63.06% |
April 30, 2020 | 63.06% |
March 31, 2020 | 63.06% |
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
31.65%
Minimum
May 2019
63.06%
Maximum
Mar 2020
57.82%
Average
63.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Domino's Pizza Inc | 47.81% |
The Wendy's Co | 68.60% |
Yum Brands Inc | 52.17% |
Shake Shack Inc | 70.89% |
McDonald's Corp | 36.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.639 |
Beta (5Y) | 0.9177 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.72% |
Historical Sharpe Ratio (5Y) | 0.1446 |
Historical Sortino (5Y) | 0.1791 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.15% |