Domino's Pizza Inc (DPZ)
486.87
-1.15
(-0.24%)
USD |
NYSE |
Apr 16, 12:55
Domino's Pizza Max Drawdown (5Y): 47.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 25.34% |
| July 31, 2020 | 25.34% |
| June 30, 2020 | 25.34% |
| May 31, 2020 | 25.34% |
| April 30, 2020 | 25.34% |
| March 31, 2020 | 25.34% |
| February 29, 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
22.73%
Minimum
Apr 2019
47.81%
Maximum
May 2023
33.61%
Average
25.34%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| McDonald's Corp | 36.89% |
| Yum Brands Inc | 52.17% |
| Papa John's International Inc | 58.23% |
| Shake Shack Inc | 70.89% |
| Jack In The Box Inc | 82.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.962 |
| Beta (5Y) | 0.8627 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.34% |
| Historical Sharpe Ratio (5Y) | 0.4358 |
| Historical Sortino (5Y) | 0.7777 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.85% |