Yum China Holdings Inc (YUMC)
38.90
-0.35
(-0.89%)
USD |
NYSE |
May 15, 14:25
Yum China Holdings Max Drawdown (5Y): 49.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.15% |
March 31, 2024 | 49.15% |
February 29, 2024 | 49.15% |
January 31, 2024 | 49.15% |
December 31, 2023 | 46.98% |
November 30, 2023 | 46.98% |
October 31, 2023 | 46.98% |
September 30, 2023 | 46.98% |
August 31, 2023 | 46.98% |
July 31, 2023 | 46.98% |
June 30, 2023 | 46.98% |
May 31, 2023 | 46.98% |
April 30, 2023 | 46.98% |
March 31, 2023 | 46.98% |
February 28, 2023 | 46.98% |
January 31, 2023 | 46.98% |
December 31, 2022 | 46.98% |
November 30, 2022 | 46.98% |
October 31, 2022 | 46.98% |
September 30, 2022 | 46.98% |
August 31, 2022 | 46.98% |
July 31, 2022 | 46.98% |
June 30, 2022 | 46.98% |
May 31, 2022 | 46.98% |
April 30, 2022 | 46.98% |
Date | Value |
---|---|
March 31, 2022 | 46.98% |
February 28, 2022 | 35.45% |
January 31, 2022 | 35.45% |
December 31, 2021 | 34.75% |
November 30, 2021 | 34.75% |
October 31, 2021 | 34.75% |
September 30, 2021 | 34.75% |
August 31, 2021 | 34.75% |
July 31, 2021 | 34.75% |
June 30, 2021 | 34.75% |
May 31, 2021 | 34.75% |
April 30, 2021 | 34.75% |
March 31, 2021 | 34.75% |
February 28, 2021 | 34.75% |
January 31, 2021 | 34.75% |
December 31, 2020 | 34.75% |
November 30, 2020 | 34.75% |
October 31, 2020 | 34.75% |
September 30, 2020 | 34.75% |
August 31, 2020 | 34.75% |
July 31, 2020 | 34.75% |
June 30, 2020 | 34.75% |
May 31, 2020 | 34.75% |
April 30, 2020 | 34.75% |
March 31, 2020 | 34.75% |
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
34.75%
Minimum
May 2019
49.15%
Maximum
Jan 2024
40.22%
Average
34.75%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Brinker International Inc | 85.04% |
McDonald's Corp | 36.89% |
Yum Brands Inc | 52.17% |
Shake Shack Inc | 70.89% |
Chipotle Mexican Grill Inc | 50.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.44 |
Beta (5Y) | 0.4582 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.47% |
Historical Sharpe Ratio (5Y) | -0.2305 |
Historical Sortino (5Y) | -0.3951 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.41% |