Restaurant Brands International Inc (QSR)
67.52
-0.95
(-1.39%)
USD |
NYSE |
Nov 15, 16:00
67.51
-0.01
(-0.01%)
After-Hours: 20:00
Restaurant Brands International Max Drawdown (5Y): 63.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.06% |
| September 30, 2024 | 63.06% |
| August 31, 2024 | 63.06% |
| July 31, 2024 | 63.06% |
| June 30, 2024 | 63.06% |
| May 31, 2024 | 63.06% |
| April 30, 2024 | 63.06% |
| March 31, 2024 | 63.06% |
| February 29, 2024 | 63.06% |
| January 31, 2024 | 63.06% |
| December 31, 2023 | 63.06% |
| November 30, 2023 | 63.06% |
| October 31, 2023 | 63.06% |
| September 30, 2023 | 63.06% |
| August 31, 2023 | 63.06% |
| July 31, 2023 | 63.06% |
| June 30, 2023 | 63.06% |
| May 31, 2023 | 63.06% |
| April 30, 2023 | 63.06% |
| March 31, 2023 | 63.06% |
| February 28, 2023 | 63.06% |
| January 31, 2023 | 63.06% |
| December 31, 2022 | 63.06% |
| November 30, 2022 | 63.06% |
| October 31, 2022 | 63.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.06% |
| August 31, 2022 | 63.06% |
| July 31, 2022 | 63.06% |
| June 30, 2022 | 63.06% |
| May 31, 2022 | 63.06% |
| April 30, 2022 | 63.06% |
| March 31, 2022 | 63.06% |
| February 28, 2022 | 63.06% |
| January 31, 2022 | 63.06% |
| December 31, 2021 | 63.06% |
| November 30, 2021 | 63.06% |
| October 31, 2021 | 63.06% |
| September 30, 2021 | 63.06% |
| August 31, 2021 | 63.06% |
| July 31, 2021 | 63.06% |
| June 30, 2021 | 63.06% |
| May 31, 2021 | 63.06% |
| April 30, 2021 | 63.06% |
| March 31, 2021 | 63.06% |
| February 28, 2021 | 63.06% |
| January 31, 2021 | 63.06% |
| December 31, 2020 | 63.06% |
| November 30, 2020 | 63.06% |
| October 31, 2020 | 63.06% |
| September 30, 2020 | 63.06% |
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
31.65%
Minimum
Nov 2019
63.06%
Maximum
Mar 2020
60.97%
Average
63.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Yum Brands Inc | 52.17% |
| McDonald's Corp | 36.89% |
| Starbucks Corp | 43.68% |
| The Wendy's Co | 68.60% |
| Jack In The Box Inc | 82.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.779 |
| Beta (5Y) | 0.9452 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.56% |
| Historical Sharpe Ratio (5Y) | 0.0767 |
| Historical Sortino (5Y) | 0.0936 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |