Noble Roman's, Inc. (NROM)
0.661
+0.10
(+18.04%)
USD |
OTCM |
Oct 02, 16:00
Noble Roman's Max Drawdown (5Y) : 84.44% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 84.44% |
| August 31, 2026 | 84.44% |
| July 31, 2026 | 84.44% |
| June 30, 2026 | 84.44% |
| May 31, 2026 | 84.44% |
| April 30, 2026 | 84.44% |
| March 31, 2026 | 84.44% |
| February 28, 2026 | 84.44% |
| January 31, 2026 | 84.44% |
| December 31, 2025 | 84.44% |
| November 30, 2025 | 84.44% |
| October 31, 2025 | 84.44% |
| September 30, 2025 | 84.44% |
| August 31, 2025 | 84.44% |
| July 31, 2025 | 83.33% |
| June 30, 2025 | 84.78% |
| May 31, 2025 | 84.78% |
| April 30, 2025 | 84.91% |
| March 31, 2025 | 86.70% |
| February 28, 2025 | 91.43% |
| January 31, 2025 | 91.43% |
| December 31, 2024 | 91.43% |
| November 30, 2024 | 91.43% |
| October 31, 2024 | 91.43% |
| September 30, 2024 | 91.43% |
| Date | Value |
|---|---|
| August 31, 2024 | 91.43% |
| July 31, 2024 | 91.43% |
| June 30, 2024 | 91.43% |
| May 31, 2024 | 91.43% |
| April 30, 2024 | 91.43% |
| March 31, 2024 | 91.43% |
| February 29, 2024 | 91.43% |
| January 31, 2024 | 91.43% |
| December 31, 2023 | 91.43% |
| November 30, 2023 | 91.43% |
| October 31, 2023 | 91.43% |
| September 30, 2023 | 91.43% |
| August 31, 2023 | 91.43% |
| July 31, 2023 | 91.43% |
| June 30, 2023 | 91.43% |
| May 31, 2023 | 91.43% |
| April 30, 2023 | 91.43% |
| March 31, 2023 | 91.43% |
| February 28, 2023 | 91.43% |
| January 31, 2023 | 91.43% |
| December 31, 2022 | 91.43% |
| November 30, 2022 | 91.43% |
| October 31, 2022 | 91.43% |
| September 30, 2022 | 91.43% |
| August 31, 2022 | 91.43% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| BJ's Restaurants, Inc. | 72.54% |
| Chipotle Mexican Grill, Inc. | 58.89% |
| Domino's Pizza, Inc. | 47.81% |
| Rave Restaurant Group, Inc. | 72.96% |
| Yum! Brands, Inc. | 23.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.024 |
| Beta (5Y) | 0.1217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.37% |
| Historical Sharpe Ratio (5Y) | -0.0638 |
| Historical Sortino (5Y) | -0.1438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.72% |