Boeing Co (BA)
155.07
+0.48
(+0.31%)
USD |
NYSE |
Nov 04, 16:00
156.10
+1.03
(+0.66%)
After-Hours: 20:00
Boeing Max Drawdown (5Y): 77.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.92% |
| September 30, 2024 | 77.92% |
| August 31, 2024 | 77.92% |
| July 31, 2024 | 77.92% |
| June 30, 2024 | 77.92% |
| May 31, 2024 | 77.92% |
| April 30, 2024 | 77.92% |
| March 31, 2024 | 77.92% |
| February 29, 2024 | 77.92% |
| January 31, 2024 | 77.92% |
| December 31, 2023 | 77.92% |
| November 30, 2023 | 77.92% |
| October 31, 2023 | 77.92% |
| September 30, 2023 | 77.92% |
| August 31, 2023 | 77.92% |
| July 31, 2023 | 77.92% |
| June 30, 2023 | 77.92% |
| May 31, 2023 | 77.92% |
| April 30, 2023 | 77.92% |
| March 31, 2023 | 77.92% |
| February 28, 2023 | 77.92% |
| January 31, 2023 | 77.92% |
| December 31, 2022 | 77.92% |
| November 30, 2022 | 77.92% |
| October 31, 2022 | 77.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.92% |
| August 31, 2022 | 77.92% |
| July 31, 2022 | 77.92% |
| June 30, 2022 | 77.92% |
| May 31, 2022 | 77.92% |
| April 30, 2022 | 77.92% |
| March 31, 2022 | 77.92% |
| February 28, 2022 | 77.92% |
| January 31, 2022 | 77.92% |
| December 31, 2021 | 77.92% |
| November 30, 2021 | 77.92% |
| October 31, 2021 | 77.92% |
| September 30, 2021 | 77.92% |
| August 31, 2021 | 77.92% |
| July 31, 2021 | 77.92% |
| June 30, 2021 | 77.92% |
| May 31, 2021 | 77.92% |
| April 30, 2021 | 77.92% |
| March 31, 2021 | 77.92% |
| February 28, 2021 | 77.92% |
| January 31, 2021 | 77.92% |
| December 31, 2020 | 77.92% |
| November 30, 2020 | 77.92% |
| October 31, 2020 | 77.92% |
| September 30, 2020 | 77.92% |
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
29.55%
Minimum
Nov 2019
77.92%
Maximum
Mar 2020
74.80%
Average
77.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Textron Inc | 69.96% |
| GE Aerospace | 81.01% |
| Lockheed Martin Corp | 36.66% |
| Spirit AeroSystems Holdings Inc | 84.92% |
| RTX Corp | 51.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.61 |
| Beta (5Y) | 1.571 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.74% |
| Historical Sharpe Ratio (5Y) | -0.335 |
| Historical Sortino (5Y) | -0.4879 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.79% |