Papa John's International Inc (PZZA)
56.15
+0.89
(+1.61%)
USD |
NASDAQ |
Nov 04, 16:00
55.04
-1.11
(-1.98%)
After-Hours: 20:00
Papa John's International Max Drawdown (5Y): 69.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.55% |
| September 30, 2024 | 69.55% |
| August 31, 2024 | 69.55% |
| July 31, 2024 | 69.55% |
| June 30, 2024 | 64.86% |
| May 31, 2024 | 64.86% |
| April 30, 2024 | 58.23% |
| March 31, 2024 | 58.23% |
| February 29, 2024 | 58.23% |
| January 31, 2024 | 58.23% |
| December 31, 2023 | 58.23% |
| November 30, 2023 | 58.23% |
| October 31, 2023 | 58.23% |
| September 30, 2023 | 58.23% |
| August 31, 2023 | 58.23% |
| July 31, 2023 | 58.23% |
| June 30, 2023 | 58.23% |
| May 31, 2023 | 58.23% |
| April 30, 2023 | 58.23% |
| March 31, 2023 | 58.23% |
| February 28, 2023 | 58.23% |
| January 31, 2023 | 58.23% |
| December 31, 2022 | 58.23% |
| November 30, 2022 | 58.23% |
| October 31, 2022 | 58.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.23% |
| August 31, 2022 | 58.23% |
| July 31, 2022 | 58.23% |
| June 30, 2022 | 58.23% |
| May 31, 2022 | 58.23% |
| April 30, 2022 | 58.23% |
| March 31, 2022 | 58.23% |
| February 28, 2022 | 58.23% |
| January 31, 2022 | 58.23% |
| December 31, 2021 | 58.23% |
| November 30, 2021 | 58.23% |
| October 31, 2021 | 58.23% |
| September 30, 2021 | 58.23% |
| August 31, 2021 | 58.23% |
| July 31, 2021 | 58.23% |
| June 30, 2021 | 58.23% |
| May 31, 2021 | 58.23% |
| April 30, 2021 | 58.23% |
| March 31, 2021 | 58.23% |
| February 28, 2021 | 58.23% |
| January 31, 2021 | 58.23% |
| December 31, 2020 | 58.23% |
| November 30, 2020 | 58.23% |
| October 31, 2020 | 58.23% |
| September 30, 2020 | 58.23% |
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
55.71%
Minimum
Nov 2019
69.55%
Maximum
Jul 2024
59.04%
Average
58.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chipotle Mexican Grill Inc | 50.18% |
| McDonald's Corp | 36.89% |
| Domino's Pizza Inc | 47.81% |
| Jack In The Box Inc | 82.47% |
| The Wendy's Co | 68.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.19 |
| Beta (5Y) | 1.193 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.28% |
| Historical Sharpe Ratio (5Y) | -0.0711 |
| Historical Sortino (5Y) | -0.1224 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.69% |