Delta Air Lines Inc (DAL)
50.07
+0.15
(+0.30%)
USD |
NYSE |
Apr 29, 14:50
Delta Air Lines Max Drawdown (5Y): 69.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 69.18% |
February 29, 2024 | 69.18% |
January 31, 2024 | 69.18% |
December 31, 2023 | 69.18% |
November 30, 2023 | 69.18% |
October 31, 2023 | 69.18% |
September 30, 2023 | 69.18% |
August 31, 2023 | 69.18% |
July 31, 2023 | 69.18% |
June 30, 2023 | 69.18% |
May 31, 2023 | 69.18% |
April 30, 2023 | 69.18% |
March 31, 2023 | 69.18% |
February 28, 2023 | 69.18% |
January 31, 2023 | 69.18% |
December 31, 2022 | 69.18% |
November 30, 2022 | 69.18% |
October 31, 2022 | 69.18% |
September 30, 2022 | 69.18% |
August 31, 2022 | 69.18% |
July 31, 2022 | 69.18% |
June 30, 2022 | 69.18% |
May 31, 2022 | 69.18% |
April 30, 2022 | 69.18% |
March 31, 2022 | 69.18% |
Date | Value |
---|---|
February 28, 2022 | 69.18% |
January 31, 2022 | 69.18% |
December 31, 2021 | 69.18% |
November 30, 2021 | 69.18% |
October 31, 2021 | 69.18% |
September 30, 2021 | 69.18% |
August 31, 2021 | 69.18% |
July 31, 2021 | 69.18% |
June 30, 2021 | 69.18% |
May 31, 2021 | 69.18% |
April 30, 2021 | 69.18% |
March 31, 2021 | 69.18% |
February 28, 2021 | 69.18% |
January 31, 2021 | 69.18% |
December 31, 2020 | 69.18% |
November 30, 2020 | 69.18% |
October 31, 2020 | 69.18% |
September 30, 2020 | 69.18% |
August 31, 2020 | 69.18% |
July 31, 2020 | 69.18% |
June 30, 2020 | 69.18% |
May 31, 2020 | 69.18% |
April 30, 2020 | 65.71% |
March 31, 2020 | 65.71% |
February 29, 2020 | 35.76% |
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
35.76%
Minimum
Apr 2019
69.18%
Maximum
May 2020
62.94%
Average
69.18%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Alaska Air Group Inc | 75.06% |
JetBlue Airways Corp | 82.95% |
American Airlines Group Inc | 84.14% |
United Airlines Holdings Inc | 79.40% |
Frontier Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.58 |
Beta (5Y) | 1.436 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.63% |
Historical Sharpe Ratio (5Y) | -0.0594 |
Historical Sortino (5Y) | -0.0828 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.13% |