SkyWest Inc (SKYW)

101.91 -0.47 (-0.46%) USD  |  NASDAQ  |  Dec 20, 16:00
102.90 +0.99 (+0.97%) After-Hours: 04:44
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SkyWest Max Drawdown (5Y): 81.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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United Airlines Holdings Inc 79.40%
Southwest Airlines Co 64.57%
Alaska Air Group Inc 75.06%
American Airlines Group Inc 84.14%
Allegiant Travel Co 86.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.56
Beta (5Y) 1.960
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 57.08%
Historical Sharpe Ratio (5Y) 0.1861
Historical Sortino (5Y) 0.2776
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.28%