Ryanair Holdings PLC (RYAAY)
42.98
+0.10
(+0.23%)
USD |
NASDAQ |
Nov 22, 16:00
42.51
-0.47
(-1.09%)
After-Hours: 20:00
Ryanair Holdings Max Drawdown (5Y): 62.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 62.50% |
September 30, 2024 | 62.50% |
August 31, 2024 | 62.50% |
July 31, 2024 | 62.50% |
June 30, 2024 | 62.50% |
May 31, 2024 | 62.50% |
April 30, 2024 | 62.50% |
March 31, 2024 | 62.50% |
February 29, 2024 | 62.50% |
January 31, 2024 | 62.50% |
December 31, 2023 | 62.50% |
November 30, 2023 | 62.50% |
October 31, 2023 | 62.50% |
September 30, 2023 | 62.50% |
August 31, 2023 | 62.50% |
July 31, 2023 | 62.50% |
June 30, 2023 | 62.50% |
May 31, 2023 | 62.50% |
April 30, 2023 | 62.50% |
March 31, 2023 | 62.50% |
February 28, 2023 | 62.50% |
January 31, 2023 | 62.50% |
December 31, 2022 | 62.50% |
November 30, 2022 | 62.50% |
October 31, 2022 | 62.50% |
Date | Value |
---|---|
September 30, 2022 | 62.50% |
August 31, 2022 | 62.50% |
July 31, 2022 | 62.50% |
June 30, 2022 | 62.50% |
May 31, 2022 | 62.50% |
April 30, 2022 | 62.50% |
March 31, 2022 | 62.50% |
February 28, 2022 | 62.50% |
January 31, 2022 | 62.50% |
December 31, 2021 | 62.50% |
November 30, 2021 | 62.50% |
October 31, 2021 | 62.50% |
September 30, 2021 | 62.50% |
August 31, 2021 | 62.50% |
July 31, 2021 | 62.50% |
June 30, 2021 | 62.50% |
May 31, 2021 | 62.50% |
April 30, 2021 | 62.50% |
March 31, 2021 | 62.50% |
February 28, 2021 | 62.50% |
January 31, 2021 | 62.50% |
December 31, 2020 | 62.50% |
November 30, 2020 | 62.50% |
October 31, 2020 | 62.50% |
September 30, 2020 | 62.50% |
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
55.27%
Minimum
Nov 2019
62.50%
Maximum
Mar 2020
62.02%
Average
62.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boeing Co | 77.92% |
Southwest Airlines Co | 64.57% |
Cimpress PLC | 88.74% |
Allegiant Travel Co | 86.02% |
ADS-TEC Energy PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.68 |
Beta (5Y) | 1.539 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.94% |
Historical Sharpe Ratio (5Y) | 0.1476 |
Historical Sortino (5Y) | 0.2211 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.19% |