Yum China Holdings Inc (YUMC)
47.09
-0.29
(-0.61%)
USD |
NYSE |
Nov 21, 16:00
45.00
-2.09
(-4.44%)
Pre-Market: 04:35
Yum China Holdings Max Drawdown (5Y): 56.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.48% |
| September 30, 2024 | 56.48% |
| August 31, 2024 | 56.48% |
| July 31, 2024 | 56.48% |
| June 30, 2024 | 54.10% |
| May 31, 2024 | 49.15% |
| April 30, 2024 | 49.15% |
| March 31, 2024 | 49.15% |
| February 29, 2024 | 49.15% |
| January 31, 2024 | 49.15% |
| December 31, 2023 | 46.98% |
| November 30, 2023 | 46.98% |
| October 31, 2023 | 46.98% |
| September 30, 2023 | 46.98% |
| August 31, 2023 | 46.98% |
| July 31, 2023 | 46.98% |
| June 30, 2023 | 46.98% |
| May 31, 2023 | 46.98% |
| April 30, 2023 | 46.98% |
| March 31, 2023 | 46.98% |
| February 28, 2023 | 46.98% |
| January 31, 2023 | 46.98% |
| December 31, 2022 | 46.98% |
| November 30, 2022 | 46.98% |
| October 31, 2022 | 46.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.98% |
| August 31, 2022 | 46.98% |
| July 31, 2022 | 46.98% |
| June 30, 2022 | 46.98% |
| May 31, 2022 | 46.98% |
| April 30, 2022 | 46.98% |
| March 31, 2022 | 46.98% |
| February 28, 2022 | 35.45% |
| January 31, 2022 | 35.45% |
| December 31, 2021 | 34.75% |
| November 30, 2021 | 34.75% |
| October 31, 2021 | 34.75% |
| September 30, 2021 | 34.75% |
| August 31, 2021 | 34.75% |
| July 31, 2021 | 34.75% |
| June 30, 2021 | 34.75% |
| May 31, 2021 | 34.75% |
| April 30, 2021 | 34.75% |
| March 31, 2021 | 34.75% |
| February 28, 2021 | 34.75% |
| January 31, 2021 | 34.75% |
| December 31, 2020 | 34.75% |
| November 30, 2020 | 34.75% |
| October 31, 2020 | 34.75% |
| September 30, 2020 | 34.75% |
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
34.75%
Minimum
Nov 2019
56.48%
Maximum
Jul 2024
42.23%
Average
46.98%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| El Pollo Loco Holdings Inc | 76.74% |
| Shake Shack Inc | 70.89% |
| Cheesecake Factory Inc | 75.51% |
| Brinker International Inc | 85.44% |
| Texas Roadhouse Inc | 58.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.260 |
| Beta (5Y) | 0.3582 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.31% |
| Historical Sharpe Ratio (5Y) | -0.0197 |
| Historical Sortino (5Y) | -0.0387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.37% |