International Consolidated Airlines Group SA (ICAGY)
10.84
-0.26
(-2.34%)
USD |
OTCM |
May 12, 16:00
International Consolidated Airlines Group Max Drawdown (5Y) : 88.01% for April 30, 2026
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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Median
Max Drawdown (5Y) Benchmarks
| Deutsche Lufthansa AG | 84.09% |
| Wizz Air Holdings Plc | 84.85% |
| United Airlines Holdings, Inc. | 67.74% |
| Delta Air Lines, Inc. | 55.00% |
| Southwest Airlines Co. | 64.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.193 |
| Beta (5Y) | 1.598 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.52% |
| Historical Sharpe Ratio (5Y) | 0.2414 |
| Historical Sortino (5Y) | 0.4642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.47% |