FTAI Aviation Ltd (FTAI)
73.26
+3.04
(+4.34%)
USD |
NASDAQ |
May 01, 16:00
74.49
+1.24
(+1.69%)
After-Hours: 19:46
FTAI Aviation Max Drawdown (5Y): 72.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.68% |
March 31, 2024 | 72.68% |
February 29, 2024 | 72.68% |
January 31, 2024 | 72.68% |
December 31, 2023 | 72.68% |
November 30, 2023 | 72.68% |
October 31, 2023 | 72.68% |
September 30, 2023 | 72.68% |
August 31, 2023 | 72.68% |
July 31, 2023 | 72.68% |
June 30, 2023 | 72.68% |
May 31, 2023 | 72.68% |
April 30, 2023 | 72.68% |
March 31, 2023 | 72.68% |
February 28, 2023 | 72.68% |
January 31, 2023 | 72.68% |
December 31, 2022 | 72.68% |
November 30, 2022 | 72.68% |
October 31, 2022 | 72.68% |
September 30, 2022 | 72.68% |
August 31, 2022 | 72.68% |
July 31, 2022 | 72.68% |
June 30, 2022 | 72.68% |
May 31, 2022 | 72.68% |
April 30, 2022 | 72.68% |
Date | Value |
---|---|
March 31, 2022 | 72.68% |
February 28, 2022 | 72.68% |
January 31, 2022 | 72.68% |
December 31, 2021 | 72.68% |
November 30, 2021 | 72.68% |
October 31, 2021 | 72.68% |
September 30, 2021 | 72.68% |
August 31, 2021 | 72.68% |
July 31, 2021 | 72.68% |
June 30, 2021 | 72.68% |
May 31, 2021 | 72.68% |
April 30, 2021 | 72.68% |
March 31, 2021 | 72.68% |
February 28, 2021 | 72.68% |
January 31, 2021 | 72.68% |
December 31, 2020 | 72.68% |
November 30, 2020 | 72.68% |
October 31, 2020 | 72.68% |
September 30, 2020 | 72.68% |
August 31, 2020 | 72.68% |
July 31, 2020 | 72.68% |
June 30, 2020 | 72.68% |
May 31, 2020 | 72.68% |
April 30, 2020 | 72.68% |
March 31, 2020 | 72.68% |
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
52.61%
Minimum
May 2019
72.68%
Maximum
Mar 2020
69.34%
Average
72.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
GATX Corp | 38.30% |
Willis Lease Finance Corp | 79.76% |
Air Lease Corp | 78.22% |
H&E Equipment Services Inc | 76.53% |
McGrath RentCorp | 43.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 19.35 |
Beta (5Y) | 1.950 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.18% |
Historical Sharpe Ratio (5Y) | 0.8188 |
Historical Sortino (5Y) | 0.9812 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |