American Airlines Group Inc (AAL)
15.97
+0.23
(+1.46%)
USD |
NASDAQ |
Feb 14, 16:00
15.95
-0.02
(-0.13%)
After-Hours: 20:00
American Airlines Group Max Drawdown (5Y): 84.14% for Jan. 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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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) | -28.31 |
Beta (5Y) | 1.347 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.48% |
Historical Sharpe Ratio (5Y) | -0.2066 |
Historical Sortino (5Y) | -0.4561 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.30% |