Domino's Pizza Enterprises Ltd. (DPZUF)
14.50
0.00 (0.00%)
USD |
OTCM |
Oct 09, 16:00
Domino's Pizza Enterprises Max Drawdown (5Y) : 92.42% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 92.42% |
| August 31, 2026 | 92.42% |
| July 31, 2026 | 92.42% |
| June 30, 2026 | 92.42% |
| May 31, 2026 | 92.42% |
| April 30, 2026 | 92.42% |
| March 31, 2026 | 92.42% |
| February 28, 2026 | 92.42% |
| January 31, 2026 | 92.42% |
| December 31, 2025 | 92.42% |
| November 30, 2025 | 92.42% |
| October 31, 2025 | 92.42% |
| September 30, 2025 | 92.30% |
| August 31, 2025 | 90.59% |
| July 31, 2025 | 89.74% |
| June 30, 2025 | 88.64% |
| May 31, 2025 | 86.22% |
| April 30, 2025 | 85.89% |
| March 31, 2025 | 85.34% |
| February 28, 2025 | 84.03% |
| January 31, 2025 | 84.01% |
| December 31, 2024 | 83.60% |
| November 30, 2024 | 82.68% |
| October 31, 2024 | 81.87% |
| September 30, 2024 | 81.87% |
| Date | Value |
|---|---|
| August 31, 2024 | 81.87% |
| July 31, 2024 | 81.23% |
| June 30, 2024 | 77.77% |
| May 31, 2024 | 77.10% |
| April 30, 2024 | 76.32% |
| March 31, 2024 | 76.32% |
| February 29, 2024 | 76.32% |
| January 31, 2024 | 75.90% |
| December 31, 2023 | 70.22% |
| November 30, 2023 | 70.22% |
| October 31, 2023 | 69.81% |
| September 30, 2023 | 69.81% |
| August 31, 2023 | 69.81% |
| July 31, 2023 | 69.81% |
| June 30, 2023 | 69.81% |
| May 31, 2023 | 69.81% |
| April 30, 2023 | 69.81% |
| March 31, 2023 | 69.81% |
| February 28, 2023 | 69.81% |
| January 31, 2023 | 69.81% |
| December 31, 2022 | 69.81% |
| November 30, 2022 | 69.81% |
| October 31, 2022 | 69.81% |
| September 30, 2022 | 64.13% |
| August 31, 2022 | 59.59% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Retail Food Group Ltd. | 99.00% |
| Collins Foods Ltd. | 51.26% |
| BJ's Restaurants, Inc. | 72.54% |
| Chipotle Mexican Grill, Inc. | 58.89% |
| Domino's Pizza, Inc. | 47.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.16 |
| Beta (5Y) | 0.4926 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.24% |
| Historical Sharpe Ratio (5Y) | -0.7562 |
| Historical Sortino (5Y) | -1.231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.52% |