Shake Shack Inc (SHAK)
122.47
+3.20
(+2.68%)
USD |
NYSE |
Nov 21, 16:00
122.47
0.00 (0.00%)
After-Hours: 18:57
Shake Shack Max Drawdown (5Y): 70.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.89% |
| September 30, 2024 | 70.89% |
| August 31, 2024 | 70.89% |
| July 31, 2024 | 70.89% |
| June 30, 2024 | 70.89% |
| May 31, 2024 | 70.89% |
| April 30, 2024 | 70.89% |
| March 31, 2024 | 70.89% |
| February 29, 2024 | 70.89% |
| January 31, 2024 | 70.89% |
| December 31, 2023 | 70.89% |
| November 30, 2023 | 70.89% |
| October 31, 2023 | 70.89% |
| September 30, 2023 | 70.89% |
| August 31, 2023 | 70.89% |
| July 31, 2023 | 70.89% |
| June 30, 2023 | 70.89% |
| May 31, 2023 | 70.89% |
| April 30, 2023 | 70.89% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
70.89%
Maximum
Jun 2022
69.75%
Average
68.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chipotle Mexican Grill Inc | 50.18% |
| Wingstop Inc | 61.11% |
| McDonald's Corp | 36.89% |
| Sweetgreen Inc | -- |
| Noodles & Co | 91.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.60 |
| Beta (5Y) | 1.811 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.03% |
| Historical Sharpe Ratio (5Y) | 0.1069 |
| Historical Sortino (5Y) | 0.1846 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.04% |