Shake Shack Inc (SHAK)
55.49
+1.07 (+1.97%)
USD |
NYSE |
Mar 31, 16:00
55.52
+0.03 (+0.05%)
After-Hours: 20:00
Shake Shack Max Drawdown (5Y): 70.89% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 70.89% |
| February 28, 2023 | 70.89% |
| January 31, 2023 | 70.89% |
| December 31, 2022 | 70.89% |
| November 30, 2022 | 70.89% |
| October 31, 2022 | 70.89% |
| September 30, 2022 | 70.89% |
| August 31, 2022 | 70.89% |
| July 31, 2022 | 70.89% |
| June 30, 2022 | 70.89% |
| May 31, 2022 | 68.92% |
| April 30, 2022 | 68.92% |
| March 31, 2022 | 68.92% |
| February 28, 2022 | 68.92% |
| January 31, 2022 | 68.92% |
| December 31, 2021 | 68.92% |
| November 30, 2021 | 68.92% |
| October 31, 2021 | 68.92% |
| September 30, 2021 | 68.92% |
| August 31, 2021 | 68.92% |
| July 31, 2021 | 68.92% |
| June 30, 2021 | 68.92% |
| May 31, 2021 | 68.92% |
| April 30, 2021 | 68.92% |
| March 31, 2021 | 68.92% |
| Date | Value |
|---|---|
| February 28, 2021 | 68.92% |
| January 31, 2021 | 68.92% |
| December 31, 2020 | 68.92% |
| November 30, 2020 | 68.92% |
| October 31, 2020 | 68.92% |
| September 30, 2020 | 68.92% |
| August 31, 2020 | 68.92% |
| July 31, 2020 | 68.92% |
| June 30, 2020 | 68.92% |
| May 31, 2020 | 68.92% |
| April 30, 2020 | 68.92% |
| March 31, 2020 | 68.92% |
| February 29, 2020 | 67.05% |
| January 31, 2020 | 67.05% |
| December 31, 2019 | 67.05% |
| November 30, 2019 | 67.05% |
| October 31, 2019 | 67.05% |
| September 30, 2019 | 67.05% |
| August 31, 2019 | 67.05% |
| July 31, 2019 | 67.05% |
| June 30, 2019 | 67.05% |
| May 31, 2019 | 67.05% |
| April 30, 2019 | 67.05% |
| March 31, 2019 | 67.05% |
| February 28, 2019 | 67.05% |
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
67.05%
Minimum
Apr 2018
70.89%
Maximum
Jun 2022
68.53%
Average
68.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Jack In The Box Inc | 82.47% |
| Carrols Restaurant Group Inc | 93.65% |
| Chipotle Mexican Grill Inc | 50.18% |
| McDonald's Corp | 36.89% |
| Starbucks Corp | 43.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.02 |
| Beta (5Y) | 1.686 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.49% |
| Historical Sharpe Ratio (5Y) | 0.419 |
| Historical Sortino (5Y) | 0.659 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.93% |