Good Times Restaurants Inc (GTIM)
2.69
-0.06
(-2.18%)
USD |
NASDAQ |
May 20, 16:00
2.69
0.00 (0.00%)
After-Hours: 17:27
Good Times Restaurants Max Drawdown (5Y): 95.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.45% |
March 31, 2024 | 95.45% |
February 29, 2024 | 95.45% |
January 31, 2024 | 95.45% |
December 31, 2023 | 95.45% |
November 30, 2023 | 95.45% |
October 31, 2023 | 95.45% |
September 30, 2023 | 95.45% |
August 31, 2023 | 95.45% |
July 31, 2023 | 95.45% |
June 30, 2023 | 95.45% |
May 31, 2023 | 95.45% |
April 30, 2023 | 95.45% |
March 31, 2023 | 95.45% |
February 28, 2023 | 95.45% |
January 31, 2023 | 95.45% |
December 31, 2022 | 95.45% |
November 30, 2022 | 95.45% |
October 31, 2022 | 95.45% |
September 30, 2022 | 95.45% |
August 31, 2022 | 95.45% |
July 31, 2022 | 95.45% |
June 30, 2022 | 95.45% |
May 31, 2022 | 95.45% |
April 30, 2022 | 95.45% |
Date | Value |
---|---|
March 31, 2022 | 95.45% |
February 28, 2022 | 95.45% |
January 31, 2022 | 95.45% |
December 31, 2021 | 95.45% |
November 30, 2021 | 95.45% |
October 31, 2021 | 95.45% |
September 30, 2021 | 95.45% |
August 31, 2021 | 95.45% |
July 31, 2021 | 95.45% |
June 30, 2021 | 95.45% |
May 31, 2021 | 95.45% |
April 30, 2021 | 95.45% |
March 31, 2021 | 95.45% |
February 28, 2021 | 95.45% |
January 31, 2021 | 95.45% |
December 31, 2020 | 95.45% |
November 30, 2020 | 95.45% |
October 31, 2020 | 95.45% |
September 30, 2020 | 95.45% |
August 31, 2020 | 95.45% |
July 31, 2020 | 95.45% |
June 30, 2020 | 95.45% |
May 31, 2020 | 95.45% |
April 30, 2020 | 95.45% |
March 31, 2020 | 94.14% |
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
78.79%
Minimum
May 2019
95.45%
Maximum
Apr 2020
93.46%
Average
95.45%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Ark Restaurants Corp | 66.86% |
Flanigan'S Enterprises Inc | 69.97% |
BJ's Restaurants Inc | 91.20% |
Cheesecake Factory Inc | 75.51% |
Cracker Barrel Old Country Store Inc | 67.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.23 |
Beta (5Y) | 1.772 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.30% |
Historical Sharpe Ratio (5Y) | 0.0227 |
Historical Sortino (5Y) | 0.0416 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.50% |