El Pollo Loco Holdings Inc (LOCO)

11.81 +0.13 (+1.11%) USD  |  NASDAQ  |  Dec 24, 16:00
More

El Pollo Loco Holdings Max Drawdown (5Y): 76.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for LOCO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Brinker International Inc 85.44%
Yum Brands Inc 52.17%
Kura Sushi USA Inc 81.65%
BJ's Restaurants Inc 91.20%
Texas Roadhouse Inc 58.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -23.60
Beta (5Y) 1.448
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.97%
Historical Sharpe Ratio (5Y) -0.0992
Historical Sortino (5Y) -0.1718
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.95%