Delta Air Lines Inc (DAL)
41.58
-0.44
(-1.05%)
USD |
NYSE |
Apr 25, 16:00
41.52
-0.06
(-0.14%)
Pre-Market: 20:00
Delta Air Lines Max Drawdown (5Y): 69.18% for March 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
| Allegiant Travel Co | 86.02% |
| JetBlue Airways Corp | 82.95% |
| American Airlines Group Inc | 84.14% |
| United Airlines Holdings Inc | 79.40% |
| Frontier Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.04 |
| Beta (5Y) | 1.231 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.21% |
| Historical Sharpe Ratio (5Y) | 0.1503 |
| Historical Sortino (5Y) | 0.2961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.87% |