United Airlines Holdings Inc (UAL)
41.97
+0.61 (+1.47%)
USD |
NASDAQ |
Mar 27, 14:08
United Airlines Holdings Max Drawdown (5Y): 79.40% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 79.40% |
| January 31, 2023 | 79.40% |
| December 31, 2022 | 79.40% |
| November 30, 2022 | 79.40% |
| October 31, 2022 | 79.40% |
| September 30, 2022 | 79.40% |
| August 31, 2022 | 79.40% |
| July 31, 2022 | 79.40% |
| June 30, 2022 | 79.40% |
| May 31, 2022 | 79.40% |
| April 30, 2022 | 79.40% |
| March 31, 2022 | 79.40% |
| February 28, 2022 | 79.40% |
| January 31, 2022 | 79.40% |
| December 31, 2021 | 79.40% |
| November 30, 2021 | 79.40% |
| October 31, 2021 | 79.40% |
| September 30, 2021 | 79.40% |
| August 31, 2021 | 79.40% |
| July 31, 2021 | 79.40% |
| June 30, 2021 | 79.40% |
| May 31, 2021 | 79.40% |
| April 30, 2021 | 79.40% |
| March 31, 2021 | 79.40% |
| February 28, 2021 | 79.40% |
| Date | Value |
|---|---|
| January 31, 2021 | 79.40% |
| December 31, 2020 | 79.40% |
| November 30, 2020 | 79.40% |
| October 31, 2020 | 79.40% |
| September 30, 2020 | 79.40% |
| August 31, 2020 | 79.40% |
| July 31, 2020 | 79.40% |
| June 30, 2020 | 79.40% |
| May 31, 2020 | 79.40% |
| April 30, 2020 | 77.99% |
| March 31, 2020 | 77.99% |
| February 29, 2020 | 48.72% |
| January 31, 2020 | 48.72% |
| December 31, 2019 | 48.72% |
| November 30, 2019 | 48.72% |
| October 31, 2019 | 48.72% |
| September 30, 2019 | 48.72% |
| August 31, 2019 | 48.72% |
| July 31, 2019 | 48.72% |
| June 30, 2019 | 48.72% |
| May 31, 2019 | 48.72% |
| April 30, 2019 | 48.72% |
| March 31, 2019 | 48.72% |
| February 28, 2019 | 48.72% |
| January 31, 2019 | 48.72% |
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
48.72%
Minimum
Mar 2018
79.40%
Maximum
May 2020
67.08%
Average
79.40%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| JetBlue Airways Corp | 74.61% |
| American Airlines Group Inc | 84.14% |
| Alaska Air Group Inc | 75.06% |
| Delta Air Lines Inc | 69.18% |
| Southwest Airlines Co | 62.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.70 |
| Beta (5Y) | 1.434 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.33% |
| Historical Sharpe Ratio (5Y) | 0.0957 |
| Historical Sortino (5Y) | 0.1363 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.89% |