McDonald's Corp (MCD)
273.87
+3.21
(+1.19%)
USD |
NYSE |
May 15, 16:00
274.31
+0.44
(+0.16%)
Pre-Market: 07:25
McDonald's Max Drawdown (5Y): 36.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
April 30, 2022 | 36.89% |
Date | Value |
---|---|
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% |
March 31, 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
May 2019
36.89%
Maximum
Mar 2020
33.46%
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) | -0.7725 |
Beta (5Y) | 0.7087 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.03% |
Historical Sharpe Ratio (5Y) | 0.3389 |
Historical Sortino (5Y) | 0.4382 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.29% |