Yum China Holdings Inc (YUMC)
37.08
-0.14
(-0.36%)
USD |
NYSE |
Apr 19, 16:00
37.08
0.00 (0.00%)
After-Hours: 18:14
Yum China Holdings Max Drawdown (5Y): 49.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 34.75% |
| July 31, 2020 | 34.75% |
| June 30, 2020 | 34.75% |
| May 31, 2020 | 34.75% |
| April 30, 2020 | 34.75% |
| March 31, 2020 | 34.75% |
| February 29, 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
Apr 2019
49.15%
Maximum
Jan 2024
39.98%
Average
34.75%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Yum Brands Inc | 52.17% |
| Brinker International Inc | 85.04% |
| Shake Shack Inc | 70.89% |
| McDonald's Corp | 36.89% |
| Starbucks Corp | 43.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.329 |
| Beta (5Y) | 0.4463 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.90% |
| Historical Sharpe Ratio (5Y) | -0.1255 |
| Historical Sortino (5Y) | -0.2168 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.57% |