Allegiant Travel Co (ALGT)
59.59
-2.04
(-3.31%)
USD |
NASDAQ |
Apr 24, 14:17
Allegiant Travel Max Drawdown (5Y): 78.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 68.97% |
| July 31, 2020 | 68.97% |
| June 30, 2020 | 68.97% |
| May 31, 2020 | 68.97% |
| April 30, 2020 | 67.76% |
| March 31, 2020 | 67.76% |
| February 29, 2020 | 54.17% |
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
Apr 2019
78.65%
Maximum
Nov 2023
68.66%
Average
68.97%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Alaska Air Group Inc | 75.06% |
| Delta Air Lines Inc | 69.18% |
| JetBlue Airways Corp | 82.95% |
| Spirit Airlines Inc | 91.76% |
| United Airlines Holdings Inc | 79.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.18 |
| Beta (5Y) | 1.581 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.02% |
| Historical Sharpe Ratio (5Y) | -0.2137 |
| Historical Sortino (5Y) | -0.3535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.47% |