Alaska Air Group Inc (ALK)
44.09
+0.13
(+0.30%)
USD |
NYSE |
Apr 29, 16:00
44.06
-0.03
(-0.07%)
Pre-Market: 08:18
Alaska Air Group Max Drawdown (5Y): 75.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.06% |
February 29, 2024 | 75.06% |
January 31, 2024 | 75.06% |
December 31, 2023 | 75.06% |
November 30, 2023 | 75.06% |
October 31, 2023 | 75.06% |
September 30, 2023 | 75.06% |
August 31, 2023 | 75.06% |
July 31, 2023 | 75.06% |
June 30, 2023 | 75.06% |
May 31, 2023 | 75.06% |
April 30, 2023 | 75.06% |
March 31, 2023 | 75.06% |
February 28, 2023 | 75.06% |
January 31, 2023 | 75.06% |
December 31, 2022 | 75.06% |
November 30, 2022 | 75.06% |
October 31, 2022 | 75.06% |
September 30, 2022 | 75.06% |
August 31, 2022 | 75.06% |
July 31, 2022 | 75.06% |
June 30, 2022 | 75.06% |
May 31, 2022 | 75.06% |
April 30, 2022 | 75.06% |
March 31, 2022 | 75.06% |
Date | Value |
---|---|
February 28, 2022 | 75.06% |
January 31, 2022 | 75.06% |
December 31, 2021 | 75.06% |
November 30, 2021 | 75.06% |
October 31, 2021 | 75.06% |
September 30, 2021 | 75.06% |
August 31, 2021 | 75.06% |
July 31, 2021 | 75.06% |
June 30, 2021 | 75.06% |
May 31, 2021 | 75.06% |
April 30, 2021 | 75.06% |
March 31, 2021 | 75.06% |
February 28, 2021 | 75.06% |
January 31, 2021 | 75.06% |
December 31, 2020 | 75.06% |
November 30, 2020 | 75.06% |
October 31, 2020 | 75.06% |
September 30, 2020 | 75.06% |
August 31, 2020 | 75.06% |
July 31, 2020 | 75.06% |
June 30, 2020 | 75.06% |
May 31, 2020 | 75.06% |
April 30, 2020 | 75.06% |
March 31, 2020 | 75.06% |
February 29, 2020 | 46.59% |
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
44.51%
Minimum
Apr 2019
75.06%
Maximum
Mar 2020
69.50%
Average
75.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Allegiant Travel Co | 78.65% |
Hawaiian Holdings Inc | 88.08% |
JetBlue Airways Corp | 82.95% |
SkyWest Inc | 81.77% |
American Airlines Group Inc | 84.14% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.12 |
Beta (5Y) | 1.636 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.99% |
Historical Sharpe Ratio (5Y) | -0.1504 |
Historical Sortino (5Y) | -0.2062 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.09% |