Allegiant Travel Co (ALGT)
63.01
-2.00
(-3.08%)
USD |
NASDAQ |
Nov 01, 16:00
63.02
+0.01
(+0.02%)
After-Hours: 20:00
Allegiant Travel Max Drawdown (5Y): 86.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 86.02% |
September 30, 2024 | 86.02% |
August 31, 2024 | 86.02% |
July 31, 2024 | 82.67% |
June 30, 2024 | 81.63% |
May 31, 2024 | 81.63% |
April 30, 2024 | 79.24% |
March 31, 2024 | 78.65% |
February 29, 2024 | 78.65% |
January 31, 2024 | 78.65% |
December 31, 2023 | 78.65% |
November 30, 2023 | 78.65% |
October 31, 2023 | 76.35% |
September 30, 2023 | 76.35% |
August 31, 2023 | 76.35% |
July 31, 2023 | 76.35% |
June 30, 2023 | 76.35% |
May 31, 2023 | 76.35% |
April 30, 2023 | 76.35% |
March 31, 2023 | 76.35% |
February 28, 2023 | 76.35% |
January 31, 2023 | 76.35% |
December 31, 2022 | 76.35% |
November 30, 2022 | 75.66% |
October 31, 2022 | 75.66% |
Date | Value |
---|---|
September 30, 2022 | 72.85% |
August 31, 2022 | 68.97% |
July 31, 2022 | 68.97% |
June 30, 2022 | 68.97% |
May 31, 2022 | 68.97% |
April 30, 2022 | 68.97% |
March 31, 2022 | 68.97% |
February 28, 2022 | 68.97% |
January 31, 2022 | 68.97% |
December 31, 2021 | 68.97% |
November 30, 2021 | 68.97% |
October 31, 2021 | 68.97% |
September 30, 2021 | 68.97% |
August 31, 2021 | 68.97% |
July 31, 2021 | 68.97% |
June 30, 2021 | 68.97% |
May 31, 2021 | 68.97% |
April 30, 2021 | 68.97% |
March 31, 2021 | 68.97% |
February 28, 2021 | 68.97% |
January 31, 2021 | 68.97% |
December 31, 2020 | 68.97% |
November 30, 2020 | 68.97% |
October 31, 2020 | 68.97% |
September 30, 2020 | 68.97% |
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
54.17%
Minimum
Nov 2019
86.02%
Maximum
Aug 2024
72.07%
Average
68.97%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Southwest Airlines Co | 64.57% |
JetBlue Airways Corp | 82.95% |
Alaska Air Group Inc | 75.06% |
Delta Air Lines Inc | 69.18% |
American Airlines Group Inc | 84.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.74 |
Beta (5Y) | 1.615 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.03% |
Historical Sharpe Ratio (5Y) | -0.3256 |
Historical Sortino (5Y) | -0.5932 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.56% |