Chipotle Mexican Grill Inc (CMG)

52.80 +0.96 (+1.86%) USD  |  NYSE  |  Jun 20, 16:00
52.76 -0.04 (-0.07%) After-Hours: 20:00
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Chipotle Mexican Grill Max Drawdown (5Y): 38.07% for May 31, 2025

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Domino's Pizza Inc 47.81%
McDonald's Corp 17.22%
Starbucks Corp 43.68%
Yum Brands Inc 27.88%
Cava Group Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.327
Beta (5Y) 1.060
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.94%
Historical Sharpe Ratio (5Y) 0.542
Historical Sortino (5Y) 1.008
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.67%
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