Nathan's Famous Inc (NATH)
64.36
-0.19
(-0.29%)
USD |
NASDAQ |
Apr 25, 16:00
64.48
+0.12
(+0.19%)
Pre-Market: 20:00
Nathan's Famous Max Drawdown (5Y): 53.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 53.17% |
February 29, 2024 | 53.17% |
January 31, 2024 | 53.17% |
December 31, 2023 | 53.17% |
November 30, 2023 | 53.17% |
October 31, 2023 | 53.17% |
September 30, 2023 | 53.17% |
August 31, 2023 | 53.17% |
July 31, 2023 | 53.17% |
June 30, 2023 | 53.17% |
May 31, 2023 | 53.17% |
April 30, 2023 | 53.17% |
March 31, 2023 | 53.17% |
February 28, 2023 | 53.17% |
January 31, 2023 | 53.17% |
December 31, 2022 | 53.17% |
November 30, 2022 | 53.17% |
October 31, 2022 | 53.17% |
September 30, 2022 | 53.17% |
August 31, 2022 | 53.17% |
July 31, 2022 | 53.17% |
June 30, 2022 | 53.17% |
May 31, 2022 | 53.17% |
April 30, 2022 | 53.17% |
March 31, 2022 | 53.17% |
Date | Value |
---|---|
February 28, 2022 | 53.17% |
January 31, 2022 | 53.17% |
December 31, 2021 | 53.17% |
November 30, 2021 | 53.17% |
October 31, 2021 | 53.17% |
September 30, 2021 | 53.17% |
August 31, 2021 | 53.17% |
July 31, 2021 | 53.17% |
June 30, 2021 | 53.17% |
May 31, 2021 | 53.17% |
April 30, 2021 | 53.17% |
March 31, 2021 | 53.17% |
February 28, 2021 | 53.17% |
January 31, 2021 | 53.17% |
December 31, 2020 | 53.17% |
November 30, 2020 | 53.17% |
October 31, 2020 | 53.17% |
September 30, 2020 | 53.17% |
August 31, 2020 | 53.17% |
July 31, 2020 | 53.17% |
June 30, 2020 | 53.17% |
May 31, 2020 | 53.17% |
April 30, 2020 | 53.17% |
March 31, 2020 | 53.17% |
February 29, 2020 | 48.16% |
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
48.16%
Minimum
Apr 2019
53.17%
Maximum
Mar 2020
52.25%
Average
53.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Jack In The Box Inc | 82.47% |
Papa John's International Inc | 58.23% |
Carrols Restaurant Group Inc | 93.65% |
Noodles & Co | 86.44% |
BT Brands Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.919 |
Beta (5Y) | 0.242 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.47% |
Historical Sharpe Ratio (5Y) | 0.0451 |
Historical Sortino (5Y) | 0.0876 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.27% |