Jack In The Box Inc (JACK)
24.52
+0.55
(+2.30%)
USD |
NASDAQ |
Apr 25, 16:00
24.52
+0.01
(+0.04%)
After-Hours: 20:00
Jack In The Box Max Drawdown (5Y): 75.40% for March 31, 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
| Shake Shack Inc | 70.89% |
| Chipotle Mexican Grill Inc | 38.07% |
| Domino's Pizza Inc | 47.81% |
| McDonald's Corp | 26.19% |
| Nathan's Famous Inc | 49.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.23 |
| Beta (5Y) | 1.809 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.01% |
| Historical Sharpe Ratio (5Y) | -0.1397 |
| Historical Sortino (5Y) | -0.245 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.05% |