The Wendy's Co (WEN)
19.96
+0.23
(+1.19%)
USD |
NASDAQ |
Apr 23, 16:00
19.96
0.00 (0.00%)
After-Hours: 20:00
Wendy's Max Drawdown (5Y): 68.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 68.60% |
February 29, 2024 | 68.60% |
January 31, 2024 | 68.60% |
December 31, 2023 | 68.60% |
November 30, 2023 | 68.60% |
October 31, 2023 | 68.60% |
September 30, 2023 | 68.60% |
August 31, 2023 | 68.60% |
July 31, 2023 | 68.60% |
June 30, 2023 | 68.60% |
May 31, 2023 | 68.60% |
April 30, 2023 | 68.60% |
March 31, 2023 | 68.60% |
February 28, 2023 | 68.60% |
January 31, 2023 | 68.60% |
December 31, 2022 | 68.60% |
November 30, 2022 | 68.60% |
October 31, 2022 | 68.60% |
September 30, 2022 | 68.60% |
August 31, 2022 | 68.60% |
July 31, 2022 | 68.60% |
June 30, 2022 | 68.60% |
May 31, 2022 | 68.60% |
April 30, 2022 | 68.60% |
March 31, 2022 | 68.60% |
Date | Value |
---|---|
February 28, 2022 | 68.60% |
January 31, 2022 | 68.60% |
December 31, 2021 | 68.60% |
November 30, 2021 | 68.60% |
October 31, 2021 | 68.60% |
September 30, 2021 | 68.60% |
August 31, 2021 | 68.60% |
July 31, 2021 | 68.60% |
June 30, 2021 | 68.60% |
May 31, 2021 | 68.60% |
April 30, 2021 | 68.60% |
March 31, 2021 | 68.60% |
February 28, 2021 | 68.60% |
January 31, 2021 | 68.60% |
December 31, 2020 | 68.60% |
November 30, 2020 | 68.60% |
October 31, 2020 | 68.60% |
September 30, 2020 | 68.60% |
August 31, 2020 | 68.60% |
July 31, 2020 | 68.60% |
June 30, 2020 | 68.60% |
May 31, 2020 | 68.60% |
April 30, 2020 | 68.60% |
March 31, 2020 | 68.60% |
February 29, 2020 | 25.42% |
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
25.42%
Minimum
Apr 2019
68.60%
Maximum
Mar 2020
60.68%
Average
68.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Yum Brands Inc | 52.17% |
McDonald's Corp | 36.89% |
Shake Shack Inc | 70.89% |
Wingstop Inc | 61.11% |
Jack In The Box Inc | 82.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.808 |
Beta (5Y) | 0.8155 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.83% |
Historical Sharpe Ratio (5Y) | 0.0543 |
Historical Sortino (5Y) | 0.0764 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.06% |