El Pollo Loco Holdings Inc (LOCO)
11.96
-0.26
(-2.13%)
USD |
NASDAQ |
Nov 01, 16:00
11.95
-0.01
(-0.08%)
After-Hours: 20:00
El Pollo Loco Holdings Max Drawdown (5Y): 70.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.35% |
| September 30, 2024 | 70.35% |
| August 31, 2024 | 70.35% |
| July 31, 2024 | 70.35% |
| June 30, 2024 | 73.06% |
| May 31, 2024 | 73.86% |
| April 30, 2024 | 73.95% |
| March 31, 2024 | 73.95% |
| February 29, 2024 | 74.73% |
| January 31, 2024 | 74.73% |
| December 31, 2023 | 74.73% |
| November 30, 2023 | 74.73% |
| October 31, 2023 | 74.73% |
| September 30, 2023 | 74.73% |
| August 31, 2023 | 74.73% |
| July 31, 2023 | 74.73% |
| June 30, 2023 | 74.73% |
| May 31, 2023 | 74.73% |
| April 30, 2023 | 74.73% |
| March 31, 2023 | 74.73% |
| February 28, 2023 | 76.21% |
| January 31, 2023 | 77.06% |
| December 31, 2022 | 77.31% |
| November 30, 2022 | 77.55% |
| October 31, 2022 | 77.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.55% |
| August 31, 2022 | 77.55% |
| July 31, 2022 | 77.55% |
| June 30, 2022 | 77.55% |
| May 31, 2022 | 77.55% |
| April 30, 2022 | 77.55% |
| March 31, 2022 | 77.55% |
| February 28, 2022 | 77.55% |
| January 31, 2022 | 77.55% |
| December 31, 2021 | 77.55% |
| November 30, 2021 | 77.55% |
| October 31, 2021 | 77.55% |
| September 30, 2021 | 77.55% |
| August 31, 2021 | 77.55% |
| July 31, 2021 | 77.55% |
| June 30, 2021 | 77.55% |
| May 31, 2021 | 77.55% |
| April 30, 2021 | 77.55% |
| March 31, 2021 | 77.55% |
| February 28, 2021 | 77.55% |
| January 31, 2021 | 77.55% |
| December 31, 2020 | 77.55% |
| November 30, 2020 | 77.55% |
| October 31, 2020 | 77.55% |
| September 30, 2020 | 77.55% |
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
70.35%
Minimum
Jul 2024
77.55%
Maximum
Nov 2019
76.21%
Average
77.55%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Texas Roadhouse Inc | 58.06% |
| Potbelly Corp | 88.03% |
| Wingstop Inc | 61.11% |
| Sweetgreen Inc | -- |
| The Wendy's Co | 68.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.86 |
| Beta (5Y) | 1.506 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.91% |
| Historical Sharpe Ratio (5Y) | 0.037 |
| Historical Sortino (5Y) | 0.0641 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |