Flanigan'S Enterprises Inc (BDL)
27.53
-0.72
(-2.55%)
USD |
NYAM |
May 31, 16:00
27.51
-0.02
(-0.07%)
After-Hours: 20:00
Flanigan'S Enterprises Max Drawdown (5Y): 69.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 69.97% |
April 30, 2024 | 69.97% |
March 31, 2024 | 69.97% |
February 29, 2024 | 69.97% |
January 31, 2024 | 69.97% |
December 31, 2023 | 69.97% |
November 30, 2023 | 69.97% |
October 31, 2023 | 69.97% |
September 30, 2023 | 69.97% |
August 31, 2023 | 69.97% |
July 31, 2023 | 69.97% |
June 30, 2023 | 69.97% |
May 31, 2023 | 69.97% |
April 30, 2023 | 69.97% |
March 31, 2023 | 69.97% |
February 28, 2023 | 69.97% |
January 31, 2023 | 69.97% |
December 31, 2022 | 69.97% |
November 30, 2022 | 69.97% |
October 31, 2022 | 69.97% |
September 30, 2022 | 69.97% |
August 31, 2022 | 69.97% |
July 31, 2022 | 69.97% |
June 30, 2022 | 69.97% |
May 31, 2022 | 69.97% |
Date | Value |
---|---|
April 30, 2022 | 69.97% |
March 31, 2022 | 69.97% |
February 28, 2022 | 69.97% |
January 31, 2022 | 69.97% |
December 31, 2021 | 69.97% |
November 30, 2021 | 69.97% |
October 31, 2021 | 69.97% |
September 30, 2021 | 69.97% |
August 31, 2021 | 69.97% |
July 31, 2021 | 69.97% |
June 30, 2021 | 69.97% |
May 31, 2021 | 69.97% |
April 30, 2021 | 69.97% |
March 31, 2021 | 69.97% |
February 28, 2021 | 69.97% |
January 31, 2021 | 69.97% |
December 31, 2020 | 69.97% |
November 30, 2020 | 69.97% |
October 31, 2020 | 69.97% |
September 30, 2020 | 69.97% |
August 31, 2020 | 69.97% |
July 31, 2020 | 69.97% |
June 30, 2020 | 69.97% |
May 31, 2020 | 69.97% |
April 30, 2020 | 69.97% |
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
57.43%
Minimum
Jun 2019
69.97%
Maximum
Mar 2020
68.09%
Average
69.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ark Restaurants Corp | 66.86% |
BJ's Restaurants Inc | 91.20% |
Cheesecake Factory Inc | 75.51% |
Cracker Barrel Old Country Store Inc | 70.09% |
Denny's Corp | 78.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.780 |
Beta (5Y) | 0.6817 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.25% |
Historical Sharpe Ratio (5Y) | 0.0345 |
Historical Sortino (5Y) | 0.052 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.48% |