Noodles & Co (NDLS)
1.40
+0.10
(+7.69%)
USD |
NASDAQ |
Apr 25, 16:00
1.40
0.00 (0.00%)
After-Hours: 16:30
Noodles Max Drawdown (5Y): 86.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 86.44% |
February 29, 2024 | 85.15% |
January 31, 2024 | 85.15% |
December 31, 2023 | 85.15% |
November 30, 2023 | 85.15% |
October 31, 2023 | 84.40% |
September 30, 2023 | 84.40% |
August 31, 2023 | 84.40% |
July 31, 2023 | 84.40% |
June 30, 2023 | 84.40% |
May 31, 2023 | 84.40% |
April 30, 2023 | 84.40% |
March 31, 2023 | 84.40% |
February 28, 2023 | 85.09% |
January 31, 2023 | 85.09% |
December 31, 2022 | 87.27% |
November 30, 2022 | 88.41% |
October 31, 2022 | 89.23% |
September 30, 2022 | 90.37% |
August 31, 2022 | 91.20% |
July 31, 2022 | 91.41% |
June 30, 2022 | 91.72% |
May 31, 2022 | 92.55% |
April 30, 2022 | 92.55% |
March 31, 2022 | 92.75% |
Date | Value |
---|---|
February 28, 2022 | 92.75% |
January 31, 2022 | 92.75% |
December 31, 2021 | 93.17% |
November 30, 2021 | 93.17% |
October 31, 2021 | 93.17% |
September 30, 2021 | 93.17% |
August 31, 2021 | 93.17% |
July 31, 2021 | 93.17% |
June 30, 2021 | 93.17% |
May 31, 2021 | 93.17% |
April 30, 2021 | 93.17% |
March 31, 2021 | 93.17% |
February 28, 2021 | 93.17% |
January 31, 2021 | 93.17% |
December 31, 2020 | 93.17% |
November 30, 2020 | 93.17% |
October 31, 2020 | 93.17% |
September 30, 2020 | 93.17% |
August 31, 2020 | 93.17% |
July 31, 2020 | 93.17% |
June 30, 2020 | 93.17% |
May 31, 2020 | 93.17% |
April 30, 2020 | 93.17% |
March 31, 2020 | 93.17% |
February 29, 2020 | 93.17% |
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
84.40%
Minimum
Oct 2023
93.17%
Maximum
Apr 2019
90.67%
Average
93.17%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Shake Shack Inc | 70.89% |
Sweetgreen Inc | -- |
Chipotle Mexican Grill Inc | 50.18% |
Wingstop Inc | 61.11% |
McDonald's Corp | 36.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -46.02 |
Beta (5Y) | 1.655 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.19% |
Historical Sharpe Ratio (5Y) | -0.4197 |
Historical Sortino (5Y) | -0.7047 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.29% |