McDonald's Corp (MCD)
312.75
+0.38
(+0.12%)
USD |
NYSE |
Apr 01, 10:05
McDonald's Max Drawdown (5Y): 26.19% 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
| Chipotle Mexican Grill Inc | 38.07% |
| Shake Shack Inc | 70.89% |
| Starbucks Corp | 43.68% |
| The Wendy's Co | 45.10% |
| Yum Brands Inc | 46.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.724 |
| Beta (5Y) | 0.6187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.45% |
| Historical Sharpe Ratio (5Y) | 0.7806 |
| Historical Sortino (5Y) | 1.509 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.84% |