United Airlines Holdings Inc (UAL)
80.46
+2.20
(+2.81%)
USD |
NASDAQ |
Nov 01, 16:00
80.55
+0.09
(+0.11%)
After-Hours: 20:00
United Airlines Holdings Max Drawdown (5Y): 79.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.40% |
| September 30, 2024 | 79.40% |
| August 31, 2024 | 79.40% |
| July 31, 2024 | 79.40% |
| June 30, 2024 | 79.40% |
| May 31, 2024 | 79.40% |
| April 30, 2024 | 79.40% |
| March 31, 2024 | 79.40% |
| February 29, 2024 | 79.40% |
| January 31, 2024 | 79.40% |
| December 31, 2023 | 79.40% |
| November 30, 2023 | 79.40% |
| October 31, 2023 | 79.40% |
| September 30, 2023 | 79.40% |
| August 31, 2023 | 79.40% |
| July 31, 2023 | 79.40% |
| June 30, 2023 | 79.40% |
| May 31, 2023 | 79.40% |
| April 30, 2023 | 79.40% |
| March 31, 2023 | 79.40% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
79.40%
Maximum
May 2020
77.31%
Average
79.40%
Median
May 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% |
| Frontier Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.22 |
| Beta (5Y) | 1.388 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.14% |
| Historical Sharpe Ratio (5Y) | -0.0881 |
| Historical Sortino (5Y) | -0.1387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.06% |