Airbus SE (EADSY)
41.59
+0.49
(+1.19%)
USD |
OTCM |
May 03, 16:00
Airbus Max Drawdown (5Y): 65.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.00% |
March 31, 2024 | 65.00% |
February 29, 2024 | 65.00% |
January 31, 2024 | 65.00% |
December 31, 2023 | 65.00% |
November 30, 2023 | 65.00% |
October 31, 2023 | 65.00% |
September 30, 2023 | 65.00% |
August 31, 2023 | 65.00% |
July 31, 2023 | 65.00% |
June 30, 2023 | 65.00% |
May 31, 2023 | 65.00% |
April 30, 2023 | 65.00% |
March 31, 2023 | 65.00% |
February 28, 2023 | 65.00% |
January 31, 2023 | 65.00% |
December 31, 2022 | 65.00% |
November 30, 2022 | 65.00% |
October 31, 2022 | 65.00% |
September 30, 2022 | 65.00% |
August 31, 2022 | 65.00% |
July 31, 2022 | 65.00% |
June 30, 2022 | 65.00% |
May 31, 2022 | 65.00% |
April 30, 2022 | 65.00% |
Date | Value |
---|---|
March 31, 2022 | 65.00% |
February 28, 2022 | 65.00% |
January 31, 2022 | 65.00% |
December 31, 2021 | 65.00% |
November 30, 2021 | 65.00% |
October 31, 2021 | 65.00% |
September 30, 2021 | 65.00% |
August 31, 2021 | 65.00% |
July 31, 2021 | 65.00% |
June 30, 2021 | 65.00% |
May 31, 2021 | 65.00% |
April 30, 2021 | 65.00% |
March 31, 2021 | 65.00% |
February 28, 2021 | 65.00% |
January 31, 2021 | 65.00% |
December 31, 2020 | 65.00% |
November 30, 2020 | 65.00% |
October 31, 2020 | 65.00% |
September 30, 2020 | 65.00% |
August 31, 2020 | 65.00% |
July 31, 2020 | 65.00% |
June 30, 2020 | 65.00% |
May 31, 2020 | 65.00% |
April 30, 2020 | 64.74% |
March 31, 2020 | 64.48% |
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
28.84%
Minimum
Dec 2019
65.00%
Maximum
May 2020
59.66%
Average
65.00%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Alaska Air Group Inc | 75.06% |
Boeing Co | 77.92% |
Spirit AeroSystems Holdings Inc | 84.92% |
United Airlines Holdings Inc | 79.40% |
Spirit Airlines Inc | 92.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.69 |
Beta (5Y) | 1.552 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.99% |
Historical Sharpe Ratio (5Y) | 0.0604 |
Historical Sortino (5Y) | 0.0748 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.39% |