Shake Shack Inc (SHAK)
105.85
+0.05
(+0.05%)
USD |
NYSE |
Apr 30, 16:00
105.87
+0.02
(+0.02%)
Pre-Market: 20:00
Shake Shack Max Drawdown (5Y): 70.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.89% |
| March 31, 2024 | 70.89% |
| February 29, 2024 | 70.89% |
| January 31, 2024 | 70.89% |
| December 31, 2023 | 70.89% |
| November 30, 2023 | 70.89% |
| October 31, 2023 | 70.89% |
| September 30, 2023 | 70.89% |
| August 31, 2023 | 70.89% |
| July 31, 2023 | 70.89% |
| June 30, 2023 | 70.89% |
| May 31, 2023 | 70.89% |
| April 30, 2023 | 70.89% |
| March 31, 2023 | 70.89% |
| February 28, 2023 | 70.89% |
| January 31, 2023 | 70.89% |
| December 31, 2022 | 70.89% |
| November 30, 2022 | 70.89% |
| October 31, 2022 | 70.89% |
| September 30, 2022 | 70.89% |
| August 31, 2022 | 70.89% |
| July 31, 2022 | 70.89% |
| June 30, 2022 | 70.89% |
| May 31, 2022 | 68.92% |
| April 30, 2022 | 68.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.92% |
| February 28, 2022 | 68.92% |
| January 31, 2022 | 68.92% |
| December 31, 2021 | 68.92% |
| November 30, 2021 | 68.92% |
| October 31, 2021 | 68.92% |
| September 30, 2021 | 68.92% |
| August 31, 2021 | 68.92% |
| July 31, 2021 | 68.92% |
| June 30, 2021 | 68.92% |
| May 31, 2021 | 68.92% |
| April 30, 2021 | 68.92% |
| March 31, 2021 | 68.92% |
| February 28, 2021 | 68.92% |
| January 31, 2021 | 68.92% |
| December 31, 2020 | 68.92% |
| November 30, 2020 | 68.92% |
| October 31, 2020 | 68.92% |
| September 30, 2020 | 68.92% |
| August 31, 2020 | 68.92% |
| July 31, 2020 | 68.92% |
| June 30, 2020 | 68.92% |
| May 31, 2020 | 68.92% |
| April 30, 2020 | 68.92% |
| March 31, 2020 | 68.92% |
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
67.05%
Minimum
May 2019
70.89%
Maximum
Jun 2022
69.36%
Average
68.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chipotle Mexican Grill Inc | 50.18% |
| McDonald's Corp | 36.89% |
| Brinker International Inc | 85.04% |
| The Wendy's Co | 68.60% |
| Sweetgreen Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.33 |
| Beta (5Y) | 1.779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.75% |
| Historical Sharpe Ratio (5Y) | 0.1673 |
| Historical Sortino (5Y) | 0.2804 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.93% |