Papa John's International Inc (PZZA)
40.97
-0.11
(-0.27%)
USD |
NASDAQ |
Apr 01, 11:52
Papa John's International Max Drawdown (5Y): 72.23% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Domino's Pizza Inc | 47.81% |
| Yum Brands Inc | 46.43% |
| Chipotle Mexican Grill Inc | 38.07% |
| Dutch Bros Inc | -- |
| Shake Shack Inc | 70.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.69 |
| Beta (5Y) | 1.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.98% |
| Historical Sharpe Ratio (5Y) | -0.1586 |
| Historical Sortino (5Y) | -0.2733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.09% |