The One Group Hospitality Inc (STKS)
5.11
-0.03
(-0.58%)
USD |
NASDAQ |
May 02, 16:00
5.10
-0.01
(-0.20%)
After-Hours: 20:00
One Group Hospitality Max Drawdown (5Y): 82.47% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.47% |
March 31, 2024 | 82.47% |
February 29, 2024 | 82.47% |
January 31, 2024 | 82.47% |
December 31, 2023 | 82.47% |
November 30, 2023 | 82.47% |
October 31, 2023 | 82.47% |
September 30, 2023 | 82.47% |
August 31, 2023 | 82.47% |
July 31, 2023 | 82.47% |
June 30, 2023 | 82.47% |
May 31, 2023 | 82.47% |
April 30, 2023 | 82.47% |
March 31, 2023 | 82.47% |
February 28, 2023 | 82.47% |
January 31, 2023 | 82.47% |
December 31, 2022 | 82.47% |
November 30, 2022 | 82.47% |
October 31, 2022 | 82.47% |
September 30, 2022 | 82.47% |
August 31, 2022 | 82.47% |
July 31, 2022 | 82.47% |
June 30, 2022 | 82.47% |
May 31, 2022 | 82.47% |
April 30, 2022 | 82.47% |
Date | Value |
---|---|
March 31, 2022 | 82.47% |
February 28, 2022 | 82.47% |
January 31, 2022 | 82.47% |
December 31, 2021 | 82.47% |
November 30, 2021 | 82.47% |
October 31, 2021 | 82.47% |
September 30, 2021 | 82.47% |
August 31, 2021 | 82.47% |
July 31, 2021 | 82.47% |
June 30, 2021 | 82.47% |
May 31, 2021 | 82.47% |
April 30, 2021 | 82.47% |
March 31, 2021 | 82.47% |
February 28, 2021 | 82.47% |
January 31, 2021 | 82.47% |
December 31, 2020 | 82.47% |
November 30, 2020 | 82.47% |
October 31, 2020 | 82.47% |
September 30, 2020 | 82.47% |
August 31, 2020 | 82.47% |
July 31, 2020 | 82.47% |
June 30, 2020 | 82.47% |
May 31, 2020 | 82.47% |
April 30, 2020 | 82.47% |
March 31, 2020 | 82.47% |
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
72.60%
Minimum
May 2019
82.47%
Maximum
Mar 2020
80.82%
Average
82.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cracker Barrel Old Country Store Inc | 67.25% |
Denny's Corp | 78.82% |
Red Robin Gourmet Burgers Inc | 94.42% |
Texas Roadhouse Inc | 58.06% |
El Pollo Loco Holdings Inc | 73.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.02 |
Beta (5Y) | 2.419 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.38% |
Historical Sharpe Ratio (5Y) | 0.0809 |
Historical Sortino (5Y) | 0.1276 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.72% |