Chipotle Mexican Grill, Inc. (CMG)
31.33
-1.35
(-4.13%)
USD |
NYSE |
Oct 09, 11:41
Chipotle Mexican Grill Max Drawdown (5Y) : 58.89% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 58.89% |
| August 31, 2026 | 58.89% |
| July 31, 2026 | 58.89% |
| June 30, 2026 | 58.89% |
| May 31, 2026 | 56.51% |
| April 30, 2026 | 56.51% |
| March 31, 2026 | 56.51% |
| February 28, 2026 | 56.51% |
| January 31, 2026 | 56.51% |
| December 31, 2025 | 56.51% |
| November 30, 2025 | 56.51% |
| October 31, 2025 | 53.77% |
| September 30, 2025 | 43.72% |
| August 31, 2025 | 39.55% |
| July 31, 2025 | 38.07% |
| June 30, 2025 | 38.07% |
| May 31, 2025 | 38.07% |
| April 30, 2025 | 38.07% |
| March 31, 2025 | 38.07% |
| February 28, 2025 | 50.18% |
| January 31, 2025 | 50.18% |
| December 31, 2024 | 50.18% |
| November 30, 2024 | 50.18% |
| October 31, 2024 | 50.18% |
| September 30, 2024 | 50.18% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.18% |
| July 31, 2024 | 50.18% |
| June 30, 2024 | 50.18% |
| May 31, 2024 | 50.18% |
| April 30, 2024 | 50.18% |
| March 31, 2024 | 50.18% |
| February 29, 2024 | 50.18% |
| January 31, 2024 | 50.18% |
| December 31, 2023 | 50.18% |
| November 30, 2023 | 50.18% |
| October 31, 2023 | 50.18% |
| September 30, 2023 | 50.18% |
| August 31, 2023 | 50.18% |
| July 31, 2023 | 50.18% |
| June 30, 2023 | 50.18% |
| May 31, 2023 | 50.18% |
| April 30, 2023 | 50.18% |
| March 31, 2023 | 58.94% |
| February 28, 2023 | 58.94% |
| January 31, 2023 | 66.83% |
| December 31, 2022 | 66.83% |
| November 30, 2022 | 66.83% |
| October 31, 2022 | 66.83% |
| September 30, 2022 | 66.83% |
| August 31, 2022 | 66.83% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Domino's Pizza, Inc. | 47.81% |
| Yum Brands Inc. | 23.10% |
| Shake Shack, Inc. | 70.89% |
| Wingstop, Inc. | 76.91% |
| McDonald's Corp. | 30.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.93 |
| Beta (5Y) | 0.9593 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.06% |
| Historical Sharpe Ratio (5Y) | -0.1806 |
| Historical Sortino (5Y) | -0.2902 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |