Brinker International Inc (EAT)
123.71
-1.03
(-0.83%)
USD |
NYSE |
Nov 21, 16:00
123.75
+0.04
(+0.03%)
After-Hours: 20:00
Brinker International Max Drawdown (5Y): 85.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.44% |
| September 30, 2024 | 85.44% |
| August 31, 2024 | 85.44% |
| July 31, 2024 | 85.44% |
| June 30, 2024 | 85.44% |
| May 31, 2024 | 85.44% |
| April 30, 2024 | 85.44% |
| March 31, 2024 | 85.44% |
| February 29, 2024 | 85.44% |
| January 31, 2024 | 85.44% |
| December 31, 2023 | 85.44% |
| November 30, 2023 | 85.44% |
| October 31, 2023 | 85.44% |
| September 30, 2023 | 85.44% |
| August 31, 2023 | 85.44% |
| July 31, 2023 | 85.44% |
| June 30, 2023 | 85.44% |
| May 31, 2023 | 85.44% |
| April 30, 2023 | 85.44% |
| March 31, 2023 | 85.44% |
| February 28, 2023 | 85.44% |
| January 31, 2023 | 85.44% |
| December 31, 2022 | 85.44% |
| November 30, 2022 | 85.44% |
| October 31, 2022 | 85.44% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.44% |
| August 31, 2022 | 85.44% |
| July 31, 2022 | 85.44% |
| June 30, 2022 | 85.44% |
| May 31, 2022 | 85.44% |
| April 30, 2022 | 85.44% |
| March 31, 2022 | 85.44% |
| February 28, 2022 | 85.44% |
| January 31, 2022 | 85.44% |
| December 31, 2021 | 85.44% |
| November 30, 2021 | 85.44% |
| October 31, 2021 | 85.44% |
| September 30, 2021 | 85.44% |
| August 31, 2021 | 85.44% |
| July 31, 2021 | 85.44% |
| June 30, 2021 | 85.44% |
| May 31, 2021 | 85.44% |
| April 30, 2021 | 85.44% |
| March 31, 2021 | 85.44% |
| February 28, 2021 | 85.44% |
| January 31, 2021 | 85.44% |
| December 31, 2020 | 85.44% |
| November 30, 2020 | 85.44% |
| October 31, 2020 | 85.44% |
| September 30, 2020 | 85.44% |
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
48.79%
Minimum
Nov 2019
85.44%
Maximum
Mar 2020
82.99%
Average
85.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Darden Restaurants Inc | 72.81% |
| Texas Roadhouse Inc | 58.06% |
| BJ's Restaurants Inc | 91.20% |
| Cheesecake Factory Inc | 75.51% |
| Cracker Barrel Old Country Store Inc | 76.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.51 |
| Beta (5Y) | 2.469 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.59% |
| Historical Sharpe Ratio (5Y) | 0.2352 |
| Historical Sortino (5Y) | 0.3699 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.50% |