Yum Brands Inc. (YUM)
145.15
+2.15
(+1.50%)
USD |
NYSE |
Oct 09, 13:33
Yum Brands Max Drawdown (5Y) : 23.10% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 23.10% |
| August 31, 2026 | 23.10% |
| July 31, 2026 | 23.10% |
| June 30, 2026 | 23.10% |
| May 31, 2026 | 23.10% |
| April 30, 2026 | 23.10% |
| March 31, 2026 | 23.10% |
| February 28, 2026 | 23.10% |
| January 31, 2026 | 23.10% |
| December 31, 2025 | 23.10% |
| November 30, 2025 | 23.10% |
| October 31, 2025 | 23.10% |
| September 30, 2025 | 23.10% |
| August 31, 2025 | 23.64% |
| July 31, 2025 | 23.64% |
| June 30, 2025 | 26.53% |
| May 31, 2025 | 27.88% |
| April 30, 2025 | 31.93% |
| March 31, 2025 | 46.43% |
| February 28, 2025 | 52.17% |
| January 31, 2025 | 52.17% |
| December 31, 2024 | 52.17% |
| November 30, 2024 | 52.17% |
| October 31, 2024 | 52.17% |
| September 30, 2024 | 52.17% |
| Date | Value |
|---|---|
| August 31, 2024 | 52.17% |
| July 31, 2024 | 52.17% |
| June 30, 2024 | 52.17% |
| May 31, 2024 | 52.17% |
| April 30, 2024 | 52.17% |
| March 31, 2024 | 52.17% |
| February 29, 2024 | 52.17% |
| January 31, 2024 | 52.17% |
| December 31, 2023 | 52.17% |
| November 30, 2023 | 52.17% |
| October 31, 2023 | 52.17% |
| September 30, 2023 | 52.17% |
| August 31, 2023 | 52.17% |
| July 31, 2023 | 52.17% |
| June 30, 2023 | 52.17% |
| May 31, 2023 | 52.17% |
| April 30, 2023 | 52.17% |
| March 31, 2023 | 52.17% |
| February 28, 2023 | 52.17% |
| January 31, 2023 | 52.17% |
| December 31, 2022 | 52.17% |
| November 30, 2022 | 52.17% |
| October 31, 2022 | 52.17% |
| September 30, 2022 | 52.17% |
| August 31, 2022 | 52.17% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Chipotle Mexican Grill, Inc. | 58.89% |
| McDonald's Corp. | 30.96% |
| Domino's Pizza, Inc. | 47.81% |
| Starbucks Corp. | 43.68% |
| Sweetgreen, Inc. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.107 |
| Beta (5Y) | 0.5480 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.56% |
| Historical Sharpe Ratio (5Y) | 0.0202 |
| Historical Sortino (5Y) | 0.0388 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.83% |