Mesa Air Group Inc (MESA)
0.9048
-0.02
(-1.63%)
USD |
NASDAQ |
May 01, 16:00
0.8911
-0.01
(-1.51%)
After-Hours: 20:00
Mesa Air Group Max Drawdown (5Y): 97.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.35% |
March 31, 2024 | 97.35% |
February 29, 2024 | 97.35% |
January 31, 2024 | 97.35% |
December 31, 2023 | 97.35% |
November 30, 2023 | 97.35% |
October 31, 2023 | 97.08% |
September 30, 2023 | 94.84% |
August 31, 2023 | 93.61% |
July 31, 2023 | 93.61% |
June 30, 2023 | 93.61% |
May 31, 2023 | 93.61% |
April 30, 2023 | 93.61% |
March 31, 2023 | 93.61% |
February 28, 2023 | 93.61% |
January 31, 2023 | 93.61% |
December 31, 2022 | 93.61% |
November 30, 2022 | 92.64% |
October 31, 2022 | 92.22% |
September 30, 2022 | 90.05% |
August 31, 2022 | 87.76% |
July 31, 2022 | 87.76% |
June 30, 2022 | 87.21% |
May 31, 2022 | 86.56% |
April 30, 2022 | 86.56% |
Date | Value |
---|---|
March 31, 2022 | 86.56% |
February 28, 2022 | 86.56% |
January 31, 2022 | 86.56% |
December 31, 2021 | 86.56% |
November 30, 2021 | 86.56% |
October 31, 2021 | 86.56% |
September 30, 2021 | 86.56% |
August 31, 2021 | 86.56% |
July 31, 2021 | 86.56% |
June 30, 2021 | 86.56% |
May 31, 2021 | 86.56% |
April 30, 2021 | 86.56% |
March 31, 2021 | 86.56% |
February 28, 2021 | 86.56% |
January 31, 2021 | 86.56% |
December 31, 2020 | 86.56% |
November 30, 2020 | 86.56% |
October 31, 2020 | 86.56% |
September 30, 2020 | 86.56% |
August 31, 2020 | 86.56% |
July 31, 2020 | 86.56% |
June 30, 2020 | 86.56% |
May 31, 2020 | 86.56% |
April 30, 2020 | 86.56% |
March 31, 2020 | 82.97% |
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
58.61%
Minimum
May 2019
97.35%
Maximum
Nov 2023
85.14%
Average
86.56%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Allegiant Travel Co | 79.24% |
Alaska Air Group Inc | 75.06% |
Hawaiian Holdings Inc | 88.08% |
JetBlue Airways Corp | 82.95% |
SkyWest Inc | 81.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -71.31 |
Beta (5Y) | 2.911 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.4% |
Historical Sharpe Ratio (5Y) | -0.3586 |
Historical Sortino (5Y) | -0.8989 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.41% |