American Airlines Group Inc (AAL)
14.25
-0.40
(-2.73%)
USD |
NASDAQ |
May 07, 16:00
14.21
-0.04
(-0.28%)
After-Hours: 07:44
American Airlines Group Max Drawdown (5Y): 84.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.14% |
March 31, 2024 | 84.14% |
February 29, 2024 | 84.14% |
January 31, 2024 | 84.14% |
December 31, 2023 | 84.14% |
November 30, 2023 | 84.14% |
October 31, 2023 | 84.14% |
September 30, 2023 | 84.14% |
August 31, 2023 | 84.14% |
July 31, 2023 | 84.14% |
June 30, 2023 | 84.14% |
May 31, 2023 | 84.14% |
April 30, 2023 | 84.14% |
March 31, 2023 | 84.14% |
February 28, 2023 | 84.14% |
January 31, 2023 | 84.14% |
December 31, 2022 | 84.14% |
November 30, 2022 | 84.14% |
October 31, 2022 | 84.14% |
September 30, 2022 | 84.14% |
August 31, 2022 | 84.14% |
July 31, 2022 | 84.14% |
June 30, 2022 | 84.14% |
May 31, 2022 | 84.14% |
April 30, 2022 | 84.14% |
Date | Value |
---|---|
March 31, 2022 | 84.14% |
February 28, 2022 | 84.14% |
January 31, 2022 | 84.14% |
December 31, 2021 | 84.14% |
November 30, 2021 | 84.14% |
October 31, 2021 | 84.14% |
September 30, 2021 | 84.14% |
August 31, 2021 | 84.14% |
July 31, 2021 | 84.14% |
June 30, 2021 | 84.14% |
May 31, 2021 | 84.14% |
April 30, 2021 | 84.14% |
March 31, 2021 | 84.14% |
February 28, 2021 | 84.14% |
January 31, 2021 | 84.14% |
December 31, 2020 | 84.14% |
November 30, 2020 | 84.14% |
October 31, 2020 | 84.14% |
September 30, 2020 | 84.14% |
August 31, 2020 | 84.14% |
July 31, 2020 | 84.14% |
June 30, 2020 | 84.14% |
May 31, 2020 | 84.14% |
April 30, 2020 | 83.52% |
March 31, 2020 | 82.01% |
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
54.12%
Minimum
May 2019
84.14%
Maximum
May 2020
79.62%
Average
84.14%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Alaska Air Group Inc | 75.06% |
Delta Air Lines Inc | 69.18% |
JetBlue Airways Corp | 82.95% |
United Airlines Holdings Inc | 79.40% |
Frontier Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.31 |
Beta (5Y) | 1.574 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.75% |
Historical Sharpe Ratio (5Y) | -0.3251 |
Historical Sortino (5Y) | -0.5535 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.19% |