LATAM Airlines Group SA (LTMAY)
0.5605
-0.01
(-1.67%)
USD |
OTCM |
May 10, 16:00
LATAM Airlines Group Max Drawdown (5Y): 99.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.51% |
March 31, 2024 | 99.51% |
February 29, 2024 | 99.51% |
January 31, 2024 | 99.51% |
December 31, 2023 | 99.51% |
November 30, 2023 | 99.51% |
October 31, 2023 | 99.51% |
September 30, 2023 | 99.51% |
August 31, 2023 | 99.51% |
July 31, 2023 | 99.51% |
June 30, 2023 | 99.51% |
May 31, 2023 | 99.51% |
April 30, 2023 | 99.51% |
March 31, 2023 | 99.51% |
February 28, 2023 | 99.51% |
January 31, 2023 | 99.51% |
December 31, 2022 | 99.51% |
November 30, 2022 | 99.51% |
October 31, 2022 | 99.51% |
September 30, 2022 | 99.45% |
August 31, 2022 | 98.52% |
July 31, 2022 | 98.52% |
June 30, 2022 | 98.52% |
May 31, 2022 | 98.52% |
April 30, 2022 | 98.42% |
Date | Value |
---|---|
March 31, 2022 | 98.42% |
February 28, 2022 | 98.13% |
January 31, 2022 | 98.13% |
December 31, 2021 | 98.13% |
November 30, 2021 | 97.46% |
October 31, 2021 | 93.51% |
September 30, 2021 | 93.51% |
August 31, 2021 | 93.51% |
July 31, 2021 | 93.51% |
June 30, 2021 | 93.51% |
May 31, 2021 | 93.51% |
April 30, 2021 | 93.51% |
March 31, 2021 | 93.51% |
February 28, 2021 | 93.51% |
January 31, 2021 | 93.51% |
December 31, 2020 | 93.51% |
November 30, 2020 | 93.51% |
October 31, 2020 | 93.51% |
September 30, 2020 | 93.51% |
August 31, 2020 | 93.51% |
July 31, 2020 | 93.51% |
June 30, 2020 | 93.51% |
May 31, 2020 | 93.51% |
April 30, 2020 | 89.61% |
March 31, 2020 | 89.61% |
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
84.94%
Minimum
May 2019
99.51%
Maximum
Oct 2022
94.75%
Average
95.49%
Median
Max Drawdown (5Y) Benchmarks
Boeing Co | 77.92% |
JetBlue Airways Corp | 82.95% |
Ryanair Holdings PLC | 62.50% |
American Airlines Group Inc | 84.14% |
United Airlines Holdings Inc | 79.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -84.67 |
Beta (5Y) | 3.549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 188.4% |
Historical Sharpe Ratio (5Y) | -0.2396 |
Historical Sortino (5Y) | -0.7558 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.16% |