Hawaiian Holdings Inc (HA)
12.95
-0.05
(-0.38%)
USD |
NASDAQ |
Apr 19, 16:00
12.95
0.00 (0.00%)
After-Hours: 20:00
Hawaiian Holdings Max Drawdown (5Y): 88.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 88.08% |
| February 29, 2024 | 88.08% |
| January 31, 2024 | 88.08% |
| December 31, 2023 | 88.08% |
| November 30, 2023 | 88.08% |
| October 31, 2023 | 88.08% |
| September 30, 2023 | 85.15% |
| August 31, 2023 | 85.15% |
| July 31, 2023 | 85.15% |
| June 30, 2023 | 85.15% |
| May 31, 2023 | 85.15% |
| April 30, 2023 | 85.15% |
| March 31, 2023 | 85.15% |
| February 28, 2023 | 85.15% |
| January 31, 2023 | 85.15% |
| December 31, 2022 | 85.15% |
| November 30, 2022 | 85.15% |
| October 31, 2022 | 85.15% |
| September 30, 2022 | 85.15% |
| August 31, 2022 | 85.15% |
| July 31, 2022 | 85.15% |
| June 30, 2022 | 85.15% |
| May 31, 2022 | 85.15% |
| April 30, 2022 | 85.15% |
| March 31, 2022 | 85.15% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.15% |
| January 31, 2022 | 85.15% |
| December 31, 2021 | 85.15% |
| November 30, 2021 | 85.15% |
| October 31, 2021 | 85.15% |
| September 30, 2021 | 85.15% |
| August 31, 2021 | 85.15% |
| July 31, 2021 | 85.15% |
| June 30, 2021 | 85.15% |
| May 31, 2021 | 85.15% |
| April 30, 2021 | 85.15% |
| March 31, 2021 | 85.15% |
| February 28, 2021 | 85.15% |
| January 31, 2021 | 85.15% |
| December 31, 2020 | 85.15% |
| November 30, 2020 | 85.15% |
| October 31, 2020 | 85.15% |
| September 30, 2020 | 85.15% |
| August 31, 2020 | 85.15% |
| July 31, 2020 | 85.15% |
| June 30, 2020 | 85.15% |
| May 31, 2020 | 85.15% |
| April 30, 2020 | 85.15% |
| March 31, 2020 | 85.15% |
| February 29, 2020 | 64.06% |
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
58.59%
Minimum
Apr 2019
88.08%
Maximum
Oct 2023
80.84%
Average
85.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Alaska Air Group Inc | 75.06% |
| JetBlue Airways Corp | 82.95% |
| Spirit Airlines Inc | 91.76% |
| American Airlines Group Inc | 84.14% |
| United Airlines Holdings Inc | 79.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.51 |
| Beta (5Y) | 2.386 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.3% |
| Historical Sharpe Ratio (5Y) | -0.1279 |
| Historical Sortino (5Y) | -0.3495 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |