Spirit AeroSystems Holdings Inc (SPR)

33.26 +0.09 (+0.27%) USD  |  NYSE  |  Dec 20, 16:00
33.23 -0.03 (-0.09%) Pre-Market: 20:00
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Spirit AeroSystems Holdings Max Drawdown (5Y): 84.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Boeing Co 77.92%
CPI Aerostructures Inc 92.55%
Servotronics Inc 55.06%
Air Industries Group 93.89%
Sky Harbour Group Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -44.56
Beta (5Y) 1.818
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 69.94%
Historical Sharpe Ratio (5Y) -0.2898
Historical Sortino (5Y) -0.4745
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.62%