Domino's Pizza Inc (DPZ)
429.98
+4.15
(+0.97%)
USD |
NYSE |
Nov 04, 16:00
429.99
+0.01
(+0.00%)
After-Hours: 20:00
Domino's Pizza Max Drawdown (5Y): 47.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.81% |
| September 30, 2024 | 47.81% |
| August 31, 2024 | 47.81% |
| July 31, 2024 | 47.81% |
| June 30, 2024 | 47.81% |
| May 31, 2024 | 47.81% |
| April 30, 2024 | 47.81% |
| March 31, 2024 | 47.81% |
| February 29, 2024 | 47.81% |
| January 31, 2024 | 47.81% |
| December 31, 2023 | 47.81% |
| November 30, 2023 | 47.81% |
| October 31, 2023 | 47.81% |
| September 30, 2023 | 47.81% |
| August 31, 2023 | 47.81% |
| July 31, 2023 | 47.81% |
| June 30, 2023 | 47.81% |
| May 31, 2023 | 47.81% |
| April 30, 2023 | 47.27% |
| March 31, 2023 | 47.27% |
| February 28, 2023 | 47.27% |
| January 31, 2023 | 46.05% |
| December 31, 2022 | 46.05% |
| November 30, 2022 | 46.05% |
| October 31, 2022 | 46.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.54% |
| August 31, 2022 | 42.22% |
| July 31, 2022 | 42.22% |
| June 30, 2022 | 42.22% |
| May 31, 2022 | 42.22% |
| April 30, 2022 | 39.94% |
| March 31, 2022 | 31.53% |
| February 28, 2022 | 28.75% |
| January 31, 2022 | 25.34% |
| December 31, 2021 | 25.34% |
| November 30, 2021 | 25.34% |
| October 31, 2021 | 25.34% |
| September 30, 2021 | 25.34% |
| August 31, 2021 | 25.34% |
| July 31, 2021 | 25.34% |
| June 30, 2021 | 25.34% |
| May 31, 2021 | 25.34% |
| April 30, 2021 | 25.34% |
| March 31, 2021 | 25.34% |
| February 28, 2021 | 25.34% |
| January 31, 2021 | 25.34% |
| December 31, 2020 | 25.34% |
| November 30, 2020 | 25.34% |
| October 31, 2020 | 25.34% |
| September 30, 2020 | 25.34% |
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
25.34%
Minimum
Nov 2019
47.81%
Maximum
May 2023
36.41%
Average
41.08%
Median
Max Drawdown (5Y) Benchmarks
| Papa John's International Inc | 69.55% |
| McDonald's Corp | 36.89% |
| Jack In The Box Inc | 82.47% |
| Nathan's Famous Inc | 53.17% |
| Noodles & Co | 91.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.436 |
| Beta (5Y) | 0.8566 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.61% |
| Historical Sharpe Ratio (5Y) | 0.249 |
| Historical Sortino (5Y) | 0.4319 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |