BJ's Restaurants Inc (BJRI)
33.99
-3.10
(-8.36%)
USD |
NASDAQ |
Nov 01, 16:00
33.91
-0.08
(-0.24%)
After-Hours: 20:00
BJ's Restaurants Max Drawdown (5Y): 91.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.20% |
| September 30, 2024 | 91.20% |
| August 31, 2024 | 91.20% |
| July 31, 2024 | 91.20% |
| June 30, 2024 | 91.20% |
| May 31, 2024 | 91.20% |
| April 30, 2024 | 91.20% |
| March 31, 2024 | 91.20% |
| February 29, 2024 | 91.20% |
| January 31, 2024 | 91.20% |
| December 31, 2023 | 91.20% |
| November 30, 2023 | 91.20% |
| October 31, 2023 | 91.20% |
| September 30, 2023 | 91.20% |
| August 31, 2023 | 91.20% |
| July 31, 2023 | 91.20% |
| June 30, 2023 | 91.20% |
| May 31, 2023 | 91.20% |
| April 30, 2023 | 91.20% |
| March 31, 2023 | 91.20% |
| February 28, 2023 | 91.20% |
| January 31, 2023 | 91.20% |
| December 31, 2022 | 91.20% |
| November 30, 2022 | 91.20% |
| October 31, 2022 | 91.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.20% |
| August 31, 2022 | 91.20% |
| July 31, 2022 | 91.20% |
| June 30, 2022 | 91.20% |
| May 31, 2022 | 91.20% |
| April 30, 2022 | 91.20% |
| March 31, 2022 | 91.20% |
| February 28, 2022 | 91.20% |
| January 31, 2022 | 91.20% |
| December 31, 2021 | 91.20% |
| November 30, 2021 | 91.20% |
| October 31, 2021 | 91.20% |
| September 30, 2021 | 91.20% |
| August 31, 2021 | 91.20% |
| July 31, 2021 | 91.20% |
| June 30, 2021 | 91.20% |
| May 31, 2021 | 91.20% |
| April 30, 2021 | 91.20% |
| March 31, 2021 | 91.20% |
| February 28, 2021 | 91.20% |
| January 31, 2021 | 91.20% |
| December 31, 2020 | 91.20% |
| November 30, 2020 | 91.20% |
| October 31, 2020 | 91.20% |
| September 30, 2020 | 91.20% |
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
56.33%
Minimum
Nov 2019
91.20%
Maximum
Mar 2020
88.89%
Average
91.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Red Robin Gourmet Burgers Inc | 94.42% |
| Darden Restaurants Inc | 72.81% |
| Brinker International Inc | 85.04% |
| Texas Roadhouse Inc | 58.06% |
| Cheesecake Factory Inc | 75.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.59 |
| Beta (5Y) | 2.099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.04% |
| Historical Sharpe Ratio (5Y) | -0.0546 |
| Historical Sortino (5Y) | -0.0821 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.56% |