Jet2 Plc (DRTGF)
18.54
0.00 (0.00%)
USD |
OTCM |
Oct 08, 16:00
Jet2 Max Drawdown (5Y) : 63.09% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 63.09% |
| August 31, 2026 | 63.09% |
| July 31, 2026 | 63.09% |
| June 30, 2026 | 63.09% |
| May 31, 2026 | 63.09% |
| April 30, 2026 | 63.09% |
| March 31, 2026 | 63.09% |
| February 28, 2026 | 63.09% |
| January 31, 2026 | 63.09% |
| December 31, 2025 | 63.09% |
| November 30, 2025 | 63.09% |
| October 31, 2025 | 63.09% |
| September 30, 2025 | 68.18% |
| August 31, 2025 | 68.18% |
| July 31, 2025 | 72.56% |
| June 30, 2025 | 72.56% |
| May 31, 2025 | 72.56% |
| April 30, 2025 | 79.12% |
| March 31, 2025 | 79.12% |
| February 28, 2025 | 92.05% |
| January 31, 2025 | 92.05% |
| December 31, 2024 | 92.05% |
| November 30, 2024 | 92.05% |
| October 31, 2024 | 92.05% |
| September 30, 2024 | 92.05% |
| Date | Value |
|---|---|
| August 31, 2024 | 92.05% |
| July 31, 2024 | 92.05% |
| June 30, 2024 | 92.05% |
| May 31, 2024 | 92.05% |
| April 30, 2024 | 92.05% |
| March 31, 2024 | 92.05% |
| February 29, 2024 | 92.05% |
| January 31, 2024 | 92.05% |
| December 31, 2023 | 92.05% |
| November 30, 2023 | 92.05% |
| October 31, 2023 | 92.05% |
| September 30, 2023 | 92.05% |
| August 31, 2023 | 92.05% |
| July 31, 2023 | 92.05% |
| June 30, 2023 | 92.05% |
| May 31, 2023 | 92.05% |
| April 30, 2023 | 92.05% |
| March 31, 2023 | 92.05% |
| February 28, 2023 | 92.05% |
| January 31, 2023 | 92.05% |
| December 31, 2022 | 92.05% |
| November 30, 2022 | 92.05% |
| October 31, 2022 | 92.05% |
| September 30, 2022 | 92.05% |
| August 31, 2022 | 92.05% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Rentokil Initial Plc | 50.86% |
| easyJet Plc | 86.22% |
| International Consolidated Airlines Group SA | 88.01% |
| Serco Group Plc | 28.40% |
| Wizz Air Holdings Plc | 84.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.909 |
| Beta (5Y) | -0.0077 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.89% |
| Historical Sharpe Ratio (5Y) | -0.0538 |
| Historical Sortino (5Y) | -0.0786 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.03% |