SkyWest Inc (SKYW)
104.19
+4.95
(+4.99%)
USD |
NASDAQ |
Nov 05, 15:59
SkyWest Max Drawdown (5Y): 81.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.77% |
September 30, 2024 | 81.77% |
August 31, 2024 | 81.77% |
July 31, 2024 | 81.77% |
June 30, 2024 | 81.77% |
May 31, 2024 | 81.77% |
April 30, 2024 | 81.77% |
March 31, 2024 | 81.77% |
February 29, 2024 | 81.77% |
January 31, 2024 | 81.77% |
December 31, 2023 | 81.77% |
November 30, 2023 | 81.77% |
October 31, 2023 | 81.77% |
September 30, 2023 | 81.77% |
August 31, 2023 | 81.77% |
July 31, 2023 | 81.77% |
June 30, 2023 | 81.77% |
May 31, 2023 | 81.77% |
April 30, 2023 | 81.77% |
March 31, 2023 | 81.77% |
February 28, 2023 | 81.77% |
January 31, 2023 | 81.77% |
December 31, 2022 | 81.77% |
November 30, 2022 | 81.77% |
October 31, 2022 | 81.77% |
Date | Value |
---|---|
September 30, 2022 | 81.77% |
August 31, 2022 | 81.77% |
July 31, 2022 | 81.77% |
June 30, 2022 | 81.77% |
May 31, 2022 | 81.77% |
April 30, 2022 | 81.77% |
March 31, 2022 | 81.77% |
February 28, 2022 | 81.77% |
January 31, 2022 | 81.77% |
December 31, 2021 | 81.77% |
November 30, 2021 | 81.77% |
October 31, 2021 | 81.77% |
September 30, 2021 | 81.77% |
August 31, 2021 | 81.77% |
July 31, 2021 | 81.77% |
June 30, 2021 | 81.77% |
May 31, 2021 | 81.77% |
April 30, 2021 | 81.77% |
March 31, 2021 | 81.77% |
February 28, 2021 | 81.77% |
January 31, 2021 | 81.77% |
December 31, 2020 | 81.77% |
November 30, 2020 | 81.77% |
October 31, 2020 | 81.77% |
September 30, 2020 | 81.77% |
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
34.22%
Minimum
Nov 2019
81.77%
Maximum
Mar 2020
78.60%
Average
81.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Alaska Air Group Inc | 75.06% |
Delta Air Lines Inc | 69.18% |
JetBlue Airways Corp | 82.95% |
American Airlines Group Inc | 84.14% |
United Airlines Holdings Inc | 79.40% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.30 |
Beta (5Y) | 1.931 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.45% |
Historical Sharpe Ratio (5Y) | 0.1352 |
Historical Sortino (5Y) | 0.2001 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.28% |