Cheesecake Factory Inc (CAKE)
45.38
-0.44
(-0.96%)
USD |
NASDAQ |
Nov 04, 12:59
Cheesecake Factory Max Drawdown (5Y): 75.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 75.51% |
September 30, 2024 | 75.51% |
August 31, 2024 | 75.51% |
July 31, 2024 | 75.51% |
June 30, 2024 | 75.51% |
May 31, 2024 | 75.51% |
April 30, 2024 | 75.51% |
March 31, 2024 | 75.51% |
February 29, 2024 | 75.51% |
January 31, 2024 | 75.51% |
December 31, 2023 | 75.51% |
November 30, 2023 | 75.51% |
October 31, 2023 | 75.51% |
September 30, 2023 | 75.51% |
August 31, 2023 | 75.51% |
July 31, 2023 | 75.51% |
June 30, 2023 | 75.51% |
May 31, 2023 | 75.51% |
April 30, 2023 | 75.51% |
March 31, 2023 | 75.51% |
February 28, 2023 | 75.51% |
January 31, 2023 | 75.51% |
December 31, 2022 | 75.51% |
November 30, 2022 | 75.51% |
October 31, 2022 | 75.51% |
Date | Value |
---|---|
September 30, 2022 | 75.51% |
August 31, 2022 | 75.51% |
July 31, 2022 | 75.51% |
June 30, 2022 | 75.51% |
May 31, 2022 | 75.51% |
April 30, 2022 | 75.51% |
March 31, 2022 | 75.51% |
February 28, 2022 | 75.51% |
January 31, 2022 | 75.51% |
December 31, 2021 | 75.51% |
November 30, 2021 | 75.51% |
October 31, 2021 | 75.51% |
September 30, 2021 | 75.51% |
August 31, 2021 | 75.51% |
July 31, 2021 | 75.51% |
June 30, 2021 | 75.51% |
May 31, 2021 | 75.51% |
April 30, 2021 | 75.51% |
March 31, 2021 | 75.51% |
February 28, 2021 | 75.51% |
January 31, 2021 | 75.51% |
December 31, 2020 | 75.51% |
November 30, 2020 | 75.51% |
October 31, 2020 | 75.51% |
September 30, 2020 | 75.51% |
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
42.92%
Minimum
Nov 2019
75.51%
Maximum
Apr 2020
73.34%
Average
75.51%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Darden Restaurants Inc | 72.81% |
Texas Roadhouse Inc | 58.06% |
BJ's Restaurants Inc | 91.20% |
Dine Brands Global Inc | 83.26% |
Brinker International Inc | 85.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.38 |
Beta (5Y) | 1.477 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.24% |
Historical Sharpe Ratio (5Y) | 0.0373 |
Historical Sortino (5Y) | 0.0496 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.64% |