Chipotle Mexican Grill Inc (CMG)
2926.76
+11.76
(+0.40%)
USD |
NYSE |
Apr 24, 16:00
3026.08
+99.32
(+3.39%)
Pre-Market: 08:54
Chipotle Mexican Grill Max Drawdown (5Y): 50.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 66.83% |
| July 31, 2020 | 66.83% |
| June 30, 2020 | 66.83% |
| May 31, 2020 | 66.83% |
| April 30, 2020 | 66.83% |
| March 31, 2020 | 66.83% |
| February 29, 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
Apr 2019
62.67%
Average
66.83%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Shake Shack Inc | 70.89% |
| McDonald's Corp | 36.89% |
| Starbucks Corp | 43.68% |
| Yum Brands Inc | 52.17% |
| Cava Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.79 |
| Beta (5Y) | 1.284 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.71% |
| Historical Sharpe Ratio (5Y) | 0.8104 |
| Historical Sortino (5Y) | 1.326 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.90% |