Republic Airways Holdings, Inc. (RJET)
18.30
+0.31
(+1.72%)
USD |
NASDAQ |
Oct 02, 10:50
Republic Airways Holdings Max Drawdown (5Y) : 97.35% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 97.35% |
| August 31, 2026 | 97.35% |
| July 31, 2026 | 97.35% |
| June 30, 2026 | 97.35% |
| May 31, 2026 | 97.35% |
| April 30, 2026 | 97.35% |
| March 31, 2026 | 97.35% |
| February 28, 2026 | 97.35% |
| January 31, 2026 | 97.35% |
| December 31, 2025 | 97.35% |
| November 30, 2025 | 97.35% |
| October 31, 2025 | 97.35% |
| September 30, 2025 | 97.35% |
| August 31, 2025 | 97.35% |
| July 31, 2025 | 97.35% |
| June 30, 2025 | 97.35% |
| May 31, 2025 | 97.35% |
| April 30, 2025 | 97.35% |
| March 31, 2025 | 97.35% |
| February 28, 2025 | 97.35% |
| January 31, 2025 | 97.35% |
| December 31, 2024 | 97.35% |
| November 30, 2024 | 97.35% |
| October 31, 2024 | 97.35% |
| September 30, 2024 | 97.35% |
| Date | Value |
|---|---|
| August 31, 2024 | 97.35% |
| July 31, 2024 | 97.35% |
| June 30, 2024 | 97.35% |
| May 31, 2024 | 97.35% |
| 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% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Delta Air Lines, Inc. | 55.00% |
| JetBlue Airways Corp. | 84.17% |
| Southwest Airlines Co. | 64.57% |
| Allegiant Travel Co. | 86.02% |
| Alaska Air Group, Inc. | 57.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.56 |
| Beta (5Y) | 2.283 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.08% |
| Historical Sharpe Ratio (5Y) | -0.377 |
| Historical Sortino (5Y) | -0.9412 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.94% |