Biglari Holdings Inc (BH)
209.49
+0.99
(+0.47%)
USD |
NYSE |
Nov 22, 09:55
Biglari Holdings Max Drawdown (5Y): 86.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.99% |
| September 30, 2024 | 86.99% |
| August 31, 2024 | 86.99% |
| July 31, 2024 | 86.99% |
| June 30, 2024 | 86.99% |
| May 31, 2024 | 86.99% |
| April 30, 2024 | 86.99% |
| March 31, 2024 | 86.99% |
| February 29, 2024 | 86.99% |
| January 31, 2024 | 86.99% |
| December 31, 2023 | 86.99% |
| November 30, 2023 | 86.99% |
| October 31, 2023 | 86.99% |
| September 30, 2023 | 86.99% |
| August 31, 2023 | 86.99% |
| July 31, 2023 | 86.99% |
| June 30, 2023 | 86.99% |
| May 31, 2023 | 86.99% |
| April 30, 2023 | 86.99% |
| March 31, 2023 | 86.99% |
| February 28, 2023 | 86.99% |
| January 31, 2023 | 86.99% |
| December 31, 2022 | 86.99% |
| November 30, 2022 | 86.99% |
| October 31, 2022 | 86.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.99% |
| August 31, 2022 | 86.99% |
| July 31, 2022 | 86.99% |
| June 30, 2022 | 86.99% |
| May 31, 2022 | 86.99% |
| April 30, 2022 | 86.99% |
| March 31, 2022 | 86.99% |
| February 28, 2022 | 86.99% |
| January 31, 2022 | 86.99% |
| December 31, 2021 | 86.99% |
| November 30, 2021 | 86.99% |
| October 31, 2021 | 86.99% |
| September 30, 2021 | 86.99% |
| August 31, 2021 | 86.99% |
| July 31, 2021 | 86.99% |
| June 30, 2021 | 86.99% |
| May 31, 2021 | 86.99% |
| April 30, 2021 | 86.99% |
| March 31, 2021 | 86.99% |
| February 28, 2021 | 86.99% |
| January 31, 2021 | 86.99% |
| December 31, 2020 | 86.99% |
| November 30, 2020 | 86.99% |
| October 31, 2020 | 86.99% |
| September 30, 2020 | 86.99% |
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
74.73%
Minimum
Nov 2019
86.99%
Maximum
Mar 2020
86.18%
Average
86.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cracker Barrel Old Country Store Inc | 76.08% |
| Ark Restaurants Corp | 66.86% |
| Flanigan'S Enterprises Inc | 71.80% |
| BJ's Restaurants Inc | 91.20% |
| Cheesecake Factory Inc | 75.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.648 |
| Beta (5Y) | 1.597 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.16% |
| Historical Sharpe Ratio (5Y) | 0.2438 |
| Historical Sortino (5Y) | 0.4151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.72% |