BJ's Restaurants Inc (BJRI)
31.78
-0.71
(-2.19%)
USD |
NASDAQ |
Apr 10, 10:21
BJ's Restaurants Max Drawdown (5Y): 84.77% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Brinker International Inc | 80.43% |
| Cheesecake Factory Inc | 75.51% |
| Texas Roadhouse Inc | 52.46% |
| El Pollo Loco Holdings Inc | 73.09% |
| Wingstop Inc | 61.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.26 |
| Beta (5Y) | 1.779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.72% |
| Historical Sharpe Ratio (5Y) | 0.3457 |
| Historical Sortino (5Y) | 0.7328 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.98% |