Alaska Air Group Inc (ALK)
75.74
+3.20
(+4.41%)
USD |
NYSE |
Feb 14, 16:00
75.75
+0.01
(+0.01%)
After-Hours: 20:00
Alaska Air Group Max Drawdown (5Y): 75.06% 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
Delta Air Lines Inc | 69.18% |
JetBlue Airways Corp | 82.95% |
Southwest Airlines Co | 64.57% |
American Airlines Group Inc | 84.14% |
United Airlines Holdings Inc | 79.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.42 |
Beta (5Y) | 1.547 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.14% |
Historical Sharpe Ratio (5Y) | 0.0038 |
Historical Sortino (5Y) | 0.0079 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |