Spirit Airlines Inc (SAVEQ)
0.143
+0.01
(+10.00%)
USD |
OTCM |
Nov 21, 16:00
Spirit Airlines Max Drawdown (5Y): 96.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.35% |
| September 30, 2024 | 94.41% |
| August 31, 2024 | 94.41% |
| July 31, 2024 | 94.41% |
| June 30, 2024 | 93.32% |
| May 31, 2024 | 93.32% |
| April 30, 2024 | 92.90% |
| March 31, 2024 | 92.22% |
| February 29, 2024 | 90.28% |
| January 31, 2024 | 90.28% |
| December 31, 2023 | 89.28% |
| November 30, 2023 | 89.28% |
| October 31, 2023 | 89.28% |
| September 30, 2023 | 89.28% |
| August 31, 2023 | 89.28% |
| July 31, 2023 | 89.28% |
| June 30, 2023 | 89.28% |
| May 31, 2023 | 89.28% |
| April 30, 2023 | 89.28% |
| March 31, 2023 | 89.28% |
| February 28, 2023 | 89.28% |
| January 31, 2023 | 89.28% |
| December 31, 2022 | 89.28% |
| November 30, 2022 | 89.28% |
| October 31, 2022 | 89.28% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.28% |
| August 31, 2022 | 89.28% |
| July 31, 2022 | 89.28% |
| June 30, 2022 | 89.28% |
| May 31, 2022 | 89.28% |
| April 30, 2022 | 89.28% |
| March 31, 2022 | 89.28% |
| February 28, 2022 | 89.28% |
| January 31, 2022 | 89.28% |
| December 31, 2021 | 89.28% |
| November 30, 2021 | 89.28% |
| October 31, 2021 | 89.28% |
| September 30, 2021 | 89.28% |
| August 31, 2021 | 89.28% |
| July 31, 2021 | 89.28% |
| June 30, 2021 | 89.28% |
| May 31, 2021 | 89.28% |
| April 30, 2021 | 89.28% |
| March 31, 2021 | 89.28% |
| February 28, 2021 | 89.28% |
| January 31, 2021 | 89.28% |
| December 31, 2020 | 89.28% |
| November 30, 2020 | 89.28% |
| October 31, 2020 | 89.28% |
| September 30, 2020 | 89.28% |
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
62.01%
Minimum
Nov 2019
96.35%
Maximum
Oct 2024
88.16%
Average
89.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Delta Air Lines Inc | 69.18% |
| 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) | -61.25 |
| Beta (5Y) | 1.376 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.82% |
| Historical Sharpe Ratio (5Y) | -0.5589 |
| Historical Sortino (5Y) | -0.8423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.96% |