McDonald's Corp (MCD)
258.89
+6.82
(+2.71%)
USD |
NYSE |
May 31, 16:00
259.00
+0.11
(+0.04%)
After-Hours: 20:00
McDonald's Max Drawdown (5Y): 36.89% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 36.89% |
April 30, 2024 | 36.89% |
March 31, 2024 | 36.89% |
February 29, 2024 | 36.89% |
January 31, 2024 | 36.89% |
December 31, 2023 | 36.89% |
November 30, 2023 | 36.89% |
October 31, 2023 | 36.89% |
September 30, 2023 | 36.89% |
August 31, 2023 | 36.89% |
July 31, 2023 | 36.89% |
June 30, 2023 | 36.89% |
May 31, 2023 | 36.89% |
April 30, 2023 | 36.89% |
March 31, 2023 | 36.89% |
February 28, 2023 | 36.89% |
January 31, 2023 | 36.89% |
December 31, 2022 | 36.89% |
November 30, 2022 | 36.89% |
October 31, 2022 | 36.89% |
September 30, 2022 | 36.89% |
August 31, 2022 | 36.89% |
July 31, 2022 | 36.89% |
June 30, 2022 | 36.89% |
May 31, 2022 | 36.89% |
Date | Value |
---|---|
April 30, 2022 | 36.89% |
March 31, 2022 | 36.89% |
February 28, 2022 | 36.89% |
January 31, 2022 | 36.89% |
December 31, 2021 | 36.89% |
November 30, 2021 | 36.89% |
October 31, 2021 | 36.89% |
September 30, 2021 | 36.89% |
August 31, 2021 | 36.89% |
July 31, 2021 | 36.89% |
June 30, 2021 | 36.89% |
May 31, 2021 | 36.89% |
April 30, 2021 | 36.89% |
March 31, 2021 | 36.89% |
February 28, 2021 | 36.89% |
January 31, 2021 | 36.89% |
December 31, 2020 | 36.89% |
November 30, 2020 | 36.89% |
October 31, 2020 | 36.89% |
September 30, 2020 | 36.89% |
August 31, 2020 | 36.89% |
July 31, 2020 | 36.89% |
June 30, 2020 | 36.89% |
May 31, 2020 | 36.89% |
April 30, 2020 | 36.89% |
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
16.34%
Minimum
Jun 2019
36.89%
Maximum
Mar 2020
33.80%
Average
36.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chipotle Mexican Grill Inc | 50.18% |
Domino's Pizza Inc | 47.81% |
Shake Shack Inc | 70.89% |
Starbucks Corp | 43.68% |
The Wendy's Co | 68.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.083 |
Beta (5Y) | 0.715 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.06% |
Historical Sharpe Ratio (5Y) | 0.2713 |
Historical Sortino (5Y) | 0.3544 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.29% |