Red Robin Gourmet Burgers Inc (RRGB)

5.30 +0.29 (+5.79%) USD  |  NASDAQ  |  Dec 20, 16:00
5.285 -0.02 (-0.28%) After-Hours: 20:00
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Red Robin Gourmet Burgers Max Drawdown (5Y): 94.42% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Brinker International Inc 85.44%
BJ's Restaurants Inc 91.20%
Denny's Corp 78.82%
Cheesecake Factory Inc 75.51%
Texas Roadhouse Inc 58.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -65.94
Beta (5Y) 2.683
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 86.53%
Historical Sharpe Ratio (5Y) -0.3479
Historical Sortino (5Y) -0.6061
Monthly Value at Risk (VaR) 5% (5Y Lookback) 34.09%