Spirit AeroSystems Holdings Inc (SPR)
32.12
-0.78
(-2.37%)
USD |
NYSE |
Apr 23, 16:00
31.88
-0.24
(-0.75%)
After-Hours: 18:55
Spirit AeroSystems Holdings Max Drawdown (5Y): 84.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.92% |
| February 29, 2024 | 84.92% |
| January 31, 2024 | 84.92% |
| December 31, 2023 | 84.92% |
| November 30, 2023 | 84.92% |
| October 31, 2023 | 84.92% |
| September 30, 2023 | 84.92% |
| August 31, 2023 | 83.13% |
| July 31, 2023 | 83.13% |
| June 30, 2023 | 83.13% |
| May 31, 2023 | 83.13% |
| April 30, 2023 | 83.13% |
| March 31, 2023 | 83.13% |
| February 28, 2023 | 83.13% |
| January 31, 2023 | 83.13% |
| December 31, 2022 | 83.13% |
| November 30, 2022 | 83.13% |
| October 31, 2022 | 83.13% |
| September 30, 2022 | 83.13% |
| August 31, 2022 | 83.13% |
| July 31, 2022 | 83.13% |
| June 30, 2022 | 83.13% |
| May 31, 2022 | 83.13% |
| April 30, 2022 | 83.13% |
| March 31, 2022 | 83.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 83.13% |
| January 31, 2022 | 83.13% |
| December 31, 2021 | 83.13% |
| November 30, 2021 | 83.13% |
| October 31, 2021 | 83.13% |
| September 30, 2021 | 83.13% |
| August 31, 2021 | 83.13% |
| July 31, 2021 | 83.13% |
| June 30, 2021 | 83.13% |
| May 31, 2021 | 83.13% |
| April 30, 2021 | 83.13% |
| March 31, 2021 | 83.13% |
| February 28, 2021 | 83.13% |
| January 31, 2021 | 83.13% |
| December 31, 2020 | 83.13% |
| November 30, 2020 | 83.13% |
| October 31, 2020 | 83.13% |
| September 30, 2020 | 83.13% |
| August 31, 2020 | 83.13% |
| July 31, 2020 | 83.13% |
| June 30, 2020 | 83.13% |
| May 31, 2020 | 83.13% |
| April 30, 2020 | 82.22% |
| March 31, 2020 | 81.54% |
| February 29, 2020 | 48.08% |
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
35.80%
Minimum
Apr 2019
84.92%
Maximum
Sep 2023
74.83%
Average
83.13%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| RTX Corp | 51.84% |
| Ducommun Inc | 70.83% |
| TransDigm Group Inc | 62.64% |
| CPI Aerostructures Inc | 92.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.96 |
| Beta (5Y) | 1.77 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.50% |
| Historical Sharpe Ratio (5Y) | -0.2675 |
| Historical Sortino (5Y) | -0.4473 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.62% |