McDonald's Corp (MCD)
286.62
-4.29
(-1.47%)
USD |
NYSE |
Nov 21, 12:20
McDonald's Max Drawdown (5Y): 36.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 36.89% |
| September 30, 2024 | 36.89% |
| August 31, 2024 | 36.89% |
| July 31, 2024 | 36.89% |
| June 30, 2024 | 36.89% |
| May 31, 2024 | 36.89% |
| April 30, 2024 | 36.89% |
| March 31, 2024 | 36.89% |
| February 29, 2024 | 36.89% |
| January 31, 2024 | 36.89% |
| December 31, 2023 | 36.89% |
| November 30, 2023 | 36.89% |
| October 31, 2023 | 36.89% |
| September 30, 2023 | 36.89% |
| August 31, 2023 | 36.89% |
| July 31, 2023 | 36.89% |
| June 30, 2023 | 36.89% |
| May 31, 2023 | 36.89% |
| April 30, 2023 | 36.89% |
| March 31, 2023 | 36.89% |
| February 28, 2023 | 36.89% |
| January 31, 2023 | 36.89% |
| December 31, 2022 | 36.89% |
| November 30, 2022 | 36.89% |
| October 31, 2022 | 36.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.89% |
| August 31, 2022 | 36.89% |
| July 31, 2022 | 36.89% |
| June 30, 2022 | 36.89% |
| May 31, 2022 | 36.89% |
| April 30, 2022 | 36.89% |
| March 31, 2022 | 36.89% |
| February 28, 2022 | 36.89% |
| January 31, 2022 | 36.89% |
| December 31, 2021 | 36.89% |
| November 30, 2021 | 36.89% |
| October 31, 2021 | 36.89% |
| September 30, 2021 | 36.89% |
| August 31, 2021 | 36.89% |
| July 31, 2021 | 36.89% |
| June 30, 2021 | 36.89% |
| May 31, 2021 | 36.89% |
| April 30, 2021 | 36.89% |
| March 31, 2021 | 36.89% |
| February 28, 2021 | 36.89% |
| January 31, 2021 | 36.89% |
| December 31, 2020 | 36.89% |
| November 30, 2020 | 36.89% |
| October 31, 2020 | 36.89% |
| September 30, 2020 | 36.89% |
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
16.34%
Minimum
Nov 2019
36.89%
Maximum
Mar 2020
35.52%
Average
36.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chipotle Mexican Grill Inc | 50.18% |
| Starbucks Corp | 43.68% |
| Yum Brands Inc | 52.17% |
| Jack In The Box Inc | 82.47% |
| The Wendy's Co | 68.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.109 |
| Beta (5Y) | 0.7380 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.41% |
| Historical Sharpe Ratio (5Y) | 0.393 |
| Historical Sortino (5Y) | 0.5213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.72% |