Denny's Corp (DENN)
6.39
+0.12
(+1.91%)
USD |
NASDAQ |
Nov 21, 16:00
6.395
0.00 (0.00%)
After-Hours: 20:00
Denny's Max Drawdown (5Y): 78.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.82% |
September 30, 2024 | 78.82% |
August 31, 2024 | 78.82% |
July 31, 2024 | 78.82% |
June 30, 2024 | 78.82% |
May 31, 2024 | 78.82% |
April 30, 2024 | 78.82% |
March 31, 2024 | 78.82% |
February 29, 2024 | 78.82% |
January 31, 2024 | 78.82% |
December 31, 2023 | 78.82% |
November 30, 2023 | 78.82% |
October 31, 2023 | 78.82% |
September 30, 2023 | 78.82% |
August 31, 2023 | 78.82% |
July 31, 2023 | 78.82% |
June 30, 2023 | 78.82% |
May 31, 2023 | 78.82% |
April 30, 2023 | 78.82% |
March 31, 2023 | 78.82% |
February 28, 2023 | 78.82% |
January 31, 2023 | 78.82% |
December 31, 2022 | 78.82% |
November 30, 2022 | 78.82% |
October 31, 2022 | 78.82% |
Date | Value |
---|---|
September 30, 2022 | 78.82% |
August 31, 2022 | 78.82% |
July 31, 2022 | 78.82% |
June 30, 2022 | 78.82% |
May 31, 2022 | 78.82% |
April 30, 2022 | 78.82% |
March 31, 2022 | 78.82% |
February 28, 2022 | 78.82% |
January 31, 2022 | 78.82% |
December 31, 2021 | 78.82% |
November 30, 2021 | 78.82% |
October 31, 2021 | 78.82% |
September 30, 2021 | 78.82% |
August 31, 2021 | 78.82% |
July 31, 2021 | 78.82% |
June 30, 2021 | 78.82% |
May 31, 2021 | 78.82% |
April 30, 2021 | 78.82% |
March 31, 2021 | 78.82% |
February 28, 2021 | 78.82% |
January 31, 2021 | 78.82% |
December 31, 2020 | 78.82% |
November 30, 2020 | 78.82% |
October 31, 2020 | 78.82% |
September 30, 2020 | 78.82% |
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
29.29%
Minimum
Nov 2019
78.82%
Maximum
Mar 2020
75.52%
Average
78.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Red Robin Gourmet Burgers Inc | 94.42% |
BJ's Restaurants Inc | 91.20% |
Darden Restaurants Inc | 72.81% |
Brinker International Inc | 85.44% |
Texas Roadhouse Inc | 58.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -48.91 |
Beta (5Y) | 2.022 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.79% |
Historical Sharpe Ratio (5Y) | -0.4321 |
Historical Sortino (5Y) | -0.6102 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.03% |