Restaurant Brands International Inc (QSR.TO)
95.15
-0.01
(-0.01%)
CAD |
TSX |
Nov 07, 16:00
Restaurant Brands International Max Drawdown (5Y): 60.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.05% |
| September 30, 2024 | 60.05% |
| August 31, 2024 | 60.05% |
| July 31, 2024 | 60.05% |
| June 30, 2024 | 60.05% |
| May 31, 2024 | 60.05% |
| April 30, 2024 | 60.05% |
| March 31, 2024 | 60.05% |
| February 29, 2024 | 60.05% |
| January 31, 2024 | 60.05% |
| December 31, 2023 | 60.05% |
| November 30, 2023 | 60.05% |
| October 31, 2023 | 60.05% |
| September 30, 2023 | 60.05% |
| August 31, 2023 | 60.05% |
| July 31, 2023 | 60.05% |
| June 30, 2023 | 60.05% |
| May 31, 2023 | 60.05% |
| April 30, 2023 | 60.05% |
| March 31, 2023 | 60.05% |
| February 28, 2023 | 60.05% |
| January 31, 2023 | 60.05% |
| December 31, 2022 | 60.05% |
| November 30, 2022 | 60.05% |
| October 31, 2022 | 60.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.05% |
| August 31, 2022 | 60.05% |
| July 31, 2022 | 60.05% |
| June 30, 2022 | 60.05% |
| May 31, 2022 | 60.05% |
| April 30, 2022 | 60.05% |
| March 31, 2022 | 60.05% |
| February 28, 2022 | 60.05% |
| January 31, 2022 | 60.05% |
| December 31, 2021 | 60.05% |
| November 30, 2021 | 60.05% |
| October 31, 2021 | 60.05% |
| September 30, 2021 | 60.05% |
| August 31, 2021 | 60.05% |
| July 31, 2021 | 60.05% |
| June 30, 2021 | 60.05% |
| May 31, 2021 | 60.05% |
| April 30, 2021 | 60.05% |
| March 31, 2021 | 60.05% |
| February 28, 2021 | 60.05% |
| January 31, 2021 | 60.05% |
| December 31, 2020 | 60.05% |
| November 30, 2020 | 60.05% |
| October 31, 2020 | 60.05% |
| September 30, 2020 | 60.05% |
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
26.86%
Minimum
Nov 2019
60.05%
Maximum
Mar 2020
57.84%
Average
60.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boston Pizza Royalties Income Fund | 71.11% |
| The Keg Royalties Income Fund | 69.86% |
| SIR Royalty Income Fund | 91.22% |
| Pizza Pizza Royalty Corp | 61.96% |
| Restaurant Brands International LP | 60.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.329 |
| Beta (5Y) | 0.8668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.00% |
| Historical Sharpe Ratio (5Y) | 0.1242 |
| Historical Sortino (5Y) | 0.1529 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.10% |