Nathan's Famous Inc (NATH)
84.50
+0.19
(+0.23%)
USD |
NASDAQ |
Nov 22, 13:05
Nathan's Famous Max Drawdown (5Y): 53.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.17% |
| September 30, 2024 | 53.17% |
| August 31, 2024 | 53.17% |
| July 31, 2024 | 53.17% |
| June 30, 2024 | 53.17% |
| May 31, 2024 | 53.17% |
| April 30, 2024 | 53.17% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
53.17%
Maximum
Mar 2020
52.83%
Average
53.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chipotle Mexican Grill Inc | 50.18% |
| Jack In The Box Inc | 82.47% |
| Papa John's International Inc | 69.55% |
| Noodles & Co | 91.86% |
| BT Brands Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3876 |
| Beta (5Y) | 0.2110 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.34% |
| Historical Sharpe Ratio (5Y) | 0.0887 |
| Historical Sortino (5Y) | 0.166 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.89% |