Chipotle Mexican Grill Inc (CMG)
57.54
-1.05
(-1.79%)
USD |
NYSE |
Nov 04, 12:55
Chipotle Mexican Grill Max Drawdown (5Y): 50.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.18% |
| September 30, 2024 | 50.18% |
| 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 | 50.18% |
| February 28, 2023 | 50.18% |
| January 31, 2023 | 58.15% |
| December 31, 2022 | 58.94% |
| November 30, 2022 | 66.83% |
| October 31, 2022 | 66.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.83% |
| August 31, 2022 | 66.83% |
| July 31, 2022 | 66.83% |
| June 30, 2022 | 66.83% |
| May 31, 2022 | 66.83% |
| April 30, 2022 | 66.83% |
| March 31, 2022 | 66.83% |
| February 28, 2022 | 66.83% |
| January 31, 2022 | 66.83% |
| December 31, 2021 | 66.83% |
| November 30, 2021 | 66.83% |
| October 31, 2021 | 66.83% |
| September 30, 2021 | 66.83% |
| August 31, 2021 | 66.83% |
| July 31, 2021 | 66.83% |
| June 30, 2021 | 66.83% |
| May 31, 2021 | 66.83% |
| April 30, 2021 | 66.83% |
| March 31, 2021 | 66.83% |
| February 28, 2021 | 66.83% |
| January 31, 2021 | 66.83% |
| December 31, 2020 | 66.83% |
| November 30, 2020 | 66.83% |
| October 31, 2020 | 66.83% |
| September 30, 2020 | 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
50.18%
Minimum
Feb 2023
66.83%
Maximum
Nov 2019
60.73%
Average
66.83%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| McDonald's Corp | 36.89% |
| Starbucks Corp | 43.68% |
| Sweetgreen Inc | -- |
| Cava Group Inc | -- |
| Shake Shack Inc | 70.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.41 |
| Beta (5Y) | 1.263 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.44% |
| Historical Sharpe Ratio (5Y) | 0.6949 |
| Historical Sortino (5Y) | 1.115 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.36% |