SkyWest Inc (SKYW)
111.90
+2.34
(+2.14%)
USD |
NASDAQ |
Nov 22, 16:00
111.95
+0.05
(+0.04%)
After-Hours: 20:00
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
Dec 2019
81.77%
Maximum
Mar 2020
78.63%
Average
81.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alaska Air Group Inc | 75.06% |
| Southwest Airlines Co | 64.57% |
| American Airlines Group Inc | 84.14% |
| Allegiant Travel Co | 86.02% |
| JetBlue Airways Corp | 82.95% |
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% |