Cheesecake Factory Inc (CAKE)

48.37 -0.16 (-0.33%) USD  |  NASDAQ  |  Dec 20, 16:00
48.50 +0.13 (+0.27%) After-Hours: 20:00
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Cheesecake Factory Max Drawdown (5Y): 75.51% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Brinker International Inc 85.44%
Darden Restaurants Inc 72.81%
Texas Roadhouse Inc 58.06%
BJ's Restaurants Inc 91.20%
Red Robin Gourmet Burgers Inc 94.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -17.20
Beta (5Y) 1.482
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.65%
Historical Sharpe Ratio (5Y) 0.057
Historical Sortino (5Y) 0.0759
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.64%