El Pollo Loco Holdings Inc (LOCO)
8.61
-0.17
(-1.94%)
USD |
NASDAQ |
Apr 15, 16:00
8.61
0.00 (0.00%)
After-Hours: 20:00
El Pollo Loco Holdings Max Drawdown (5Y): 73.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 77.55% |
| July 31, 2020 | 77.55% |
| June 30, 2020 | 77.55% |
| May 31, 2020 | 77.55% |
| April 30, 2020 | 77.55% |
| March 31, 2020 | 77.55% |
| February 29, 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
73.95%
Minimum
Mar 2024
77.55%
Maximum
Apr 2019
76.89%
Average
77.55%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| McDonald's Corp | 36.89% |
| Cracker Barrel Old Country Store Inc | 67.25% |
| Denny's Corp | 78.82% |
| Red Robin Gourmet Burgers Inc | 94.42% |
| Texas Roadhouse Inc | 58.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.34 |
| Beta (5Y) | 1.414 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.52% |
| Historical Sharpe Ratio (5Y) | -0.112 |
| Historical Sortino (5Y) | -0.2006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |