Noodles & Co (NDLS)
1.14
-0.03
(-2.56%)
USD |
NASDAQ |
Nov 04, 16:00
1.14
0.00 (0.00%)
After-Hours: 20:00
Noodles Max Drawdown (5Y): 91.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.86% |
| September 30, 2024 | 91.71% |
| August 31, 2024 | 91.11% |
| July 31, 2024 | 91.11% |
| June 30, 2024 | 91.11% |
| May 31, 2024 | 91.11% |
| April 30, 2024 | 91.11% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
90.45%
Average
92.55%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Shake Shack Inc | 70.89% |
| Chipotle Mexican Grill Inc | 50.18% |
| Wingstop Inc | 61.11% |
| Sweetgreen Inc | -- |
| Jack In The Box Inc | 82.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.96 |
| Beta (5Y) | 1.729 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.17% |
| Historical Sharpe Ratio (5Y) | -0.4609 |
| Historical Sortino (5Y) | -0.8075 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.92% |