Southwest Airlines Co (LUV)
29.16
+0.38
(+1.32%)
USD |
NYSE |
Apr 18, 14:06
Southwest Airlines Max Drawdown (5Y): 64.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 64.57% |
| February 29, 2024 | 64.57% |
| January 31, 2024 | 64.57% |
| December 31, 2023 | 64.57% |
| November 30, 2023 | 64.57% |
| October 31, 2023 | 64.57% |
| September 30, 2023 | 62.95% |
| August 31, 2023 | 62.95% |
| July 31, 2023 | 62.95% |
| June 30, 2023 | 62.95% |
| May 31, 2023 | 62.95% |
| April 30, 2023 | 62.95% |
| March 31, 2023 | 62.95% |
| February 28, 2023 | 62.95% |
| January 31, 2023 | 62.95% |
| December 31, 2022 | 62.95% |
| November 30, 2022 | 62.95% |
| October 31, 2022 | 62.95% |
| September 30, 2022 | 62.95% |
| August 31, 2022 | 62.95% |
| July 31, 2022 | 62.95% |
| June 30, 2022 | 62.95% |
| May 31, 2022 | 62.95% |
| April 30, 2022 | 62.95% |
| March 31, 2022 | 62.95% |
| Date | Value |
|---|---|
| February 28, 2022 | 62.95% |
| January 31, 2022 | 62.95% |
| December 31, 2021 | 62.95% |
| November 30, 2021 | 62.95% |
| October 31, 2021 | 62.95% |
| September 30, 2021 | 62.95% |
| August 31, 2021 | 62.95% |
| July 31, 2021 | 62.95% |
| June 30, 2021 | 62.95% |
| May 31, 2021 | 62.95% |
| April 30, 2021 | 62.95% |
| March 31, 2021 | 62.95% |
| February 28, 2021 | 62.95% |
| January 31, 2021 | 62.95% |
| December 31, 2020 | 62.95% |
| November 30, 2020 | 62.95% |
| October 31, 2020 | 62.95% |
| September 30, 2020 | 62.95% |
| August 31, 2020 | 62.95% |
| July 31, 2020 | 62.95% |
| June 30, 2020 | 62.95% |
| May 31, 2020 | 62.95% |
| April 30, 2020 | 54.82% |
| March 31, 2020 | 52.10% |
| February 29, 2020 | 32.29% |
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
32.29%
Minimum
Apr 2019
64.57%
Maximum
Oct 2023
57.18%
Average
62.95%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Alaska Air Group Inc | 75.06% |
| JetBlue Airways Corp | 82.95% |
| American Airlines Group Inc | 84.14% |
| United Airlines Holdings Inc | 79.40% |
| Frontier Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.03 |
| Beta (5Y) | 1.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.66% |
| Historical Sharpe Ratio (5Y) | -0.2957 |
| Historical Sortino (5Y) | -0.4968 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.01% |