Air Transport Services Group Inc (ATSG)
17.40
+0.16
(+0.93%)
USD |
NASDAQ |
Nov 01, 16:00
17.40
0.00 (0.00%)
After-Hours: 20:00
Air Transport Services Group Max Drawdown (5Y): 65.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 65.51% |
September 30, 2024 | 65.51% |
August 31, 2024 | 65.51% |
July 31, 2024 | 65.51% |
June 30, 2024 | 65.51% |
May 31, 2024 | 65.51% |
April 30, 2024 | 65.51% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
65.51%
Maximum
Mar 2024
51.39%
Average
48.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
C.H. Robinson Worldwide Inc | 40.56% |
Delta Air Lines Inc | 69.18% |
Hub Group Inc | 37.59% |
Allegiant Travel Co | 86.02% |
JetBlue Airways Corp | 82.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.56 |
Beta (5Y) | 0.8062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.08% |
Historical Sharpe Ratio (5Y) | -0.1659 |
Historical Sortino (5Y) | -0.2586 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.43% |