Texas Roadhouse Inc (TXRH)
187.52
-3.60
(-1.88%)
USD |
NASDAQ |
Nov 01, 16:00
187.49
-0.03
(-0.02%)
After-Hours: 20:00
Texas Roadhouse Max Drawdown (5Y): 58.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.06% |
| September 30, 2024 | 58.06% |
| August 31, 2024 | 58.06% |
| July 31, 2024 | 58.06% |
| June 30, 2024 | 58.06% |
| May 31, 2024 | 58.06% |
| April 30, 2024 | 58.06% |
| March 31, 2024 | 58.06% |
| February 29, 2024 | 58.06% |
| January 31, 2024 | 58.06% |
| December 31, 2023 | 58.06% |
| November 30, 2023 | 58.06% |
| October 31, 2023 | 58.06% |
| September 30, 2023 | 58.06% |
| August 31, 2023 | 58.06% |
| July 31, 2023 | 58.06% |
| June 30, 2023 | 58.06% |
| May 31, 2023 | 58.06% |
| April 30, 2023 | 58.06% |
| March 31, 2023 | 58.06% |
| February 28, 2023 | 58.06% |
| January 31, 2023 | 58.06% |
| December 31, 2022 | 58.06% |
| November 30, 2022 | 58.06% |
| October 31, 2022 | 58.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.06% |
| August 31, 2022 | 58.06% |
| July 31, 2022 | 58.06% |
| June 30, 2022 | 58.06% |
| May 31, 2022 | 58.06% |
| April 30, 2022 | 58.06% |
| March 31, 2022 | 58.06% |
| February 28, 2022 | 58.06% |
| January 31, 2022 | 58.06% |
| December 31, 2021 | 58.06% |
| November 30, 2021 | 58.06% |
| October 31, 2021 | 58.06% |
| September 30, 2021 | 58.06% |
| August 31, 2021 | 58.06% |
| July 31, 2021 | 58.06% |
| June 30, 2021 | 58.06% |
| May 31, 2021 | 58.06% |
| April 30, 2021 | 58.06% |
| March 31, 2021 | 58.06% |
| February 28, 2021 | 58.06% |
| January 31, 2021 | 58.06% |
| December 31, 2020 | 58.06% |
| November 30, 2020 | 58.06% |
| October 31, 2020 | 58.06% |
| September 30, 2020 | 58.06% |
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
34.42%
Minimum
Nov 2019
58.06%
Maximum
Mar 2020
56.49%
Average
58.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| El Pollo Loco Holdings Inc | 70.35% |
| Wingstop Inc | 61.11% |
| Brinker International Inc | 85.04% |
| Potbelly Corp | 88.03% |
| Cava Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.62 |
| Beta (5Y) | 0.9794 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.17% |
| Historical Sharpe Ratio (5Y) | 0.8476 |
| Historical Sortino (5Y) | 1.044 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.08% |