Air Transport Services Group Inc (ATSG)
12.72
-0.02
(-0.12%)
USD |
NASDAQ |
Apr 25, 16:00
12.72
0.00 (0.00%)
After-Hours: 20:00
Air Transport Services Group Max Drawdown (5Y): 65.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 65.51% |
| February 29, 2024 | 64.66% |
| January 31, 2024 | 58.07% |
| December 31, 2023 | 58.07% |
| November 30, 2023 | 58.07% |
| October 31, 2023 | 56.52% |
| September 30, 2023 | 56.52% |
| August 31, 2023 | 56.52% |
| July 31, 2023 | 56.52% |
| June 30, 2023 | 56.52% |
| May 31, 2023 | 56.52% |
| April 30, 2023 | 48.43% |
| March 31, 2023 | 48.43% |
| February 28, 2023 | 48.43% |
| January 31, 2023 | 48.43% |
| December 31, 2022 | 48.43% |
| November 30, 2022 | 48.43% |
| October 31, 2022 | 48.43% |
| September 30, 2022 | 48.43% |
| August 31, 2022 | 48.43% |
| July 31, 2022 | 48.43% |
| June 30, 2022 | 48.43% |
| May 31, 2022 | 48.43% |
| April 30, 2022 | 48.43% |
| March 31, 2022 | 48.43% |
| Date | Value |
|---|---|
| February 28, 2022 | 48.43% |
| January 31, 2022 | 48.43% |
| December 31, 2021 | 48.43% |
| November 30, 2021 | 48.43% |
| October 31, 2021 | 48.43% |
| September 30, 2021 | 48.43% |
| August 31, 2021 | 48.43% |
| July 31, 2021 | 48.43% |
| June 30, 2021 | 48.43% |
| May 31, 2021 | 48.43% |
| April 30, 2021 | 48.43% |
| March 31, 2021 | 48.43% |
| February 28, 2021 | 48.43% |
| January 31, 2021 | 48.43% |
| December 31, 2020 | 48.43% |
| November 30, 2020 | 48.43% |
| October 31, 2020 | 48.43% |
| September 30, 2020 | 48.43% |
| August 31, 2020 | 48.43% |
| July 31, 2020 | 48.43% |
| June 30, 2020 | 48.43% |
| May 31, 2020 | 48.43% |
| April 30, 2020 | 48.43% |
| March 31, 2020 | 48.43% |
| February 29, 2020 | 35.32% |
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
35.32%
Minimum
Apr 2019
65.51%
Maximum
Mar 2024
47.87%
Average
48.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Allegiant Travel Co | 78.65% |
| Alaska Air Group Inc | 75.06% |
| Delta Air Lines Inc | 69.18% |
| American Airlines Group Inc | 84.14% |
| United Airlines Holdings Inc | 79.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.87 |
| Beta (5Y) | 0.8484 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.93% |
| Historical Sharpe Ratio (5Y) | -0.3195 |
| Historical Sortino (5Y) | -0.4997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.56% |