JetBlue Airways Corp (JBLU)
5.585
-0.10
(-1.67%)
USD |
NASDAQ |
May 01, 16:00
5.64
+0.06
(+0.98%)
After-Hours: 07:26
JetBlue Airways Max Drawdown (5Y): 82.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.95% |
March 31, 2024 | 82.95% |
February 29, 2024 | 82.95% |
January 31, 2024 | 82.95% |
December 31, 2023 | 82.95% |
November 30, 2023 | 82.95% |
October 31, 2023 | 82.62% |
September 30, 2023 | 79.71% |
August 31, 2023 | 74.61% |
July 31, 2023 | 74.61% |
June 30, 2023 | 74.61% |
May 31, 2023 | 74.61% |
April 30, 2023 | 74.61% |
March 31, 2023 | 74.61% |
February 28, 2023 | 74.61% |
January 31, 2023 | 74.61% |
December 31, 2022 | 74.61% |
November 30, 2022 | 74.61% |
October 31, 2022 | 74.61% |
September 30, 2022 | 74.61% |
August 31, 2022 | 74.61% |
July 31, 2022 | 74.61% |
June 30, 2022 | 74.61% |
May 31, 2022 | 74.61% |
April 30, 2022 | 74.61% |
Date | Value |
---|---|
March 31, 2022 | 74.61% |
February 28, 2022 | 74.61% |
January 31, 2022 | 74.61% |
December 31, 2021 | 74.61% |
November 30, 2021 | 74.61% |
October 31, 2021 | 74.61% |
September 30, 2021 | 74.61% |
August 31, 2021 | 74.61% |
July 31, 2021 | 74.61% |
June 30, 2021 | 74.61% |
May 31, 2021 | 74.61% |
April 30, 2021 | 74.61% |
March 31, 2021 | 74.61% |
February 28, 2021 | 74.61% |
January 31, 2021 | 74.61% |
December 31, 2020 | 74.61% |
November 30, 2020 | 74.61% |
October 31, 2020 | 74.61% |
September 30, 2020 | 74.61% |
August 31, 2020 | 74.61% |
July 31, 2020 | 74.61% |
June 30, 2020 | 74.61% |
May 31, 2020 | 74.61% |
April 30, 2020 | 74.61% |
March 31, 2020 | 74.61% |
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
43.93%
Minimum
May 2019
82.95%
Maximum
Nov 2023
70.55%
Average
74.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Allegiant Travel Co | 79.24% |
Hawaiian Holdings Inc | 88.08% |
SkyWest Inc | 81.77% |
American Airlines Group Inc | 84.14% |
United Airlines Holdings Inc | 79.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.17 |
Beta (5Y) | 1.889 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.13% |
Historical Sharpe Ratio (5Y) | -0.4272 |
Historical Sortino (5Y) | -0.654 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.50% |