Alaska Air Group Inc (ALK)
52.42
+0.12
(+0.23%)
USD |
NYSE |
Nov 22, 16:00
52.41
-0.01
(-0.02%)
After-Hours: 20:00
Alaska Air Group Max Drawdown (5Y): 75.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.06% |
| September 30, 2024 | 75.06% |
| August 31, 2024 | 75.06% |
| July 31, 2024 | 75.06% |
| June 30, 2024 | 75.06% |
| May 31, 2024 | 75.06% |
| April 30, 2024 | 75.06% |
| March 31, 2024 | 75.06% |
| February 29, 2024 | 75.06% |
| January 31, 2024 | 75.06% |
| December 31, 2023 | 75.06% |
| November 30, 2023 | 75.06% |
| October 31, 2023 | 75.06% |
| September 30, 2023 | 75.06% |
| August 31, 2023 | 75.06% |
| July 31, 2023 | 75.06% |
| June 30, 2023 | 75.06% |
| May 31, 2023 | 75.06% |
| April 30, 2023 | 75.06% |
| March 31, 2023 | 75.06% |
| February 28, 2023 | 75.06% |
| January 31, 2023 | 75.06% |
| December 31, 2022 | 75.06% |
| November 30, 2022 | 75.06% |
| October 31, 2022 | 75.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.06% |
| August 31, 2022 | 75.06% |
| July 31, 2022 | 75.06% |
| June 30, 2022 | 75.06% |
| May 31, 2022 | 75.06% |
| April 30, 2022 | 75.06% |
| March 31, 2022 | 75.06% |
| February 28, 2022 | 75.06% |
| January 31, 2022 | 75.06% |
| December 31, 2021 | 75.06% |
| November 30, 2021 | 75.06% |
| October 31, 2021 | 75.06% |
| September 30, 2021 | 75.06% |
| August 31, 2021 | 75.06% |
| July 31, 2021 | 75.06% |
| June 30, 2021 | 75.06% |
| May 31, 2021 | 75.06% |
| April 30, 2021 | 75.06% |
| March 31, 2021 | 75.06% |
| February 28, 2021 | 75.06% |
| January 31, 2021 | 75.06% |
| December 31, 2020 | 75.06% |
| November 30, 2020 | 75.06% |
| October 31, 2020 | 75.06% |
| September 30, 2020 | 75.06% |
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
44.51%
Minimum
Nov 2019
75.06%
Maximum
Mar 2020
73.06%
Average
75.06%
Median
Mar 2020
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) | -29.81 |
| Beta (5Y) | 1.588 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.31% |
| Historical Sharpe Ratio (5Y) | -0.2012 |
| Historical Sortino (5Y) | -0.2906 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.09% |