JetBlue Airways Corp (JBLU)
5.73
+0.01
(+0.17%)
USD |
NASDAQ |
Apr 26, 10:20
JetBlue Airways Max Drawdown (5Y): 82.95% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 82.95% |
| February 29, 2024 | 82.95% |
| January 31, 2024 | 82.95% |
| December 31, 2023 | 82.95% |
| November 30, 2023 | 82.95% |
| October 31, 2023 | 82.62% |
| September 30, 2023 | 79.71% |
| August 31, 2023 | 74.61% |
| July 31, 2023 | 74.61% |
| June 30, 2023 | 74.61% |
| May 31, 2023 | 74.61% |
| April 30, 2023 | 74.61% |
| March 31, 2023 | 74.61% |
| February 28, 2023 | 74.61% |
| January 31, 2023 | 74.61% |
| December 31, 2022 | 74.61% |
| November 30, 2022 | 74.61% |
| October 31, 2022 | 74.61% |
| September 30, 2022 | 74.61% |
| August 31, 2022 | 74.61% |
| July 31, 2022 | 74.61% |
| June 30, 2022 | 74.61% |
| May 31, 2022 | 74.61% |
| April 30, 2022 | 74.61% |
| March 31, 2022 | 74.61% |
| Date | Value |
|---|---|
| February 28, 2022 | 74.61% |
| January 31, 2022 | 74.61% |
| December 31, 2021 | 74.61% |
| November 30, 2021 | 74.61% |
| October 31, 2021 | 74.61% |
| September 30, 2021 | 74.61% |
| August 31, 2021 | 74.61% |
| July 31, 2021 | 74.61% |
| June 30, 2021 | 74.61% |
| May 31, 2021 | 74.61% |
| April 30, 2021 | 74.61% |
| March 31, 2021 | 74.61% |
| February 28, 2021 | 74.61% |
| January 31, 2021 | 74.61% |
| December 31, 2020 | 74.61% |
| November 30, 2020 | 74.61% |
| October 31, 2020 | 74.61% |
| September 30, 2020 | 74.61% |
| August 31, 2020 | 74.61% |
| July 31, 2020 | 74.61% |
| June 30, 2020 | 74.61% |
| May 31, 2020 | 74.61% |
| April 30, 2020 | 74.61% |
| March 31, 2020 | 74.61% |
| February 29, 2020 | 43.93% |
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
43.93%
Minimum
Apr 2019
82.95%
Maximum
Nov 2023
69.90%
Average
74.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Allegiant Travel Co | 78.65% |
| Hawaiian Holdings Inc | 88.08% |
| SkyWest Inc | 81.77% |
| American Airlines Group Inc | 84.14% |
| United Airlines Holdings Inc | 79.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.93 |
| Beta (5Y) | 1.862 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.98% |
| Historical Sharpe Ratio (5Y) | -0.3079 |
| Historical Sortino (5Y) | -0.4695 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.50% |