Shake Shack Inc (SHAK)
84.13
-11.58
(-12.10%)
USD |
NYSE |
Apr 03, 16:00
84.46
+0.33
(+0.39%)
After-Hours: 20:00
Shake Shack Max Drawdown (5Y): 70.89% 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
| Chipotle Mexican Grill Inc | 38.07% |
| McDonald's Corp | 26.19% |
| The Wendy's Co | 45.10% |
| Wingstop Inc | 61.11% |
| Jack In The Box Inc | 75.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.95 |
| Beta (5Y) | 1.804 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.70% |
| Historical Sharpe Ratio (5Y) | 0.3264 |
| Historical Sortino (5Y) | 0.7119 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.01% |