Shake Shack Inc (SHAK)
123.58
-0.52
(-0.42%)
USD |
NYSE |
Nov 04, 16:00
123.56
-0.02
(-0.02%)
After-Hours: 20:00
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
McDonald's Corp | 36.89% |
Chipotle Mexican Grill Inc | 50.18% |
Wingstop Inc | 61.11% |
Jack In The Box Inc | 82.47% |
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% |