MTY Food Group Inc (MTYFF)

32.27 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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MTY Food Group Max Drawdown (5Y): 78.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Giant Group Ltd 92.33%
Foodbase Group Inc 90.91%
Potbelly Corp 88.36%
First Watch Restaurant Group Inc --
Bloomin Brands Inc 79.70%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.19
Beta (5Y) 1.742
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.20%
Historical Sharpe Ratio (5Y) -0.1156
Historical Sortino (5Y) -0.1499
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.80%