Domino's Pizza Inc (DPZ)
447.29
-23.99
(-5.09%)
USD |
NASDAQ |
Mar 28, 16:00
446.70
-0.59
(-0.13%)
After-Hours: 20:00
Domino's Pizza Max Drawdown (5Y): 47.81% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Papa John's International Inc | 72.23% |
| Yum Brands Inc | 52.17% |
| McDonald's Corp | 36.89% |
| Starbucks Corp | 43.68% |
| Wingstop Inc | 61.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.865 |
| Beta (5Y) | 1.058 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.33% |
| Historical Sharpe Ratio (5Y) | 0.2138 |
| Historical Sortino (5Y) | 0.3568 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.11% |