Spirit AeroSystems Holdings Inc (SPR)
30.32
0.00 (0.00%)
USD |
NYSE |
May 31, 16:00
30.29
-0.03
(-0.10%)
Pre-Market: 20:00
Spirit AeroSystems Holdings Max Drawdown (5Y): 84.92% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 84.92% |
April 30, 2024 | 84.92% |
March 31, 2024 | 84.92% |
February 29, 2024 | 84.92% |
January 31, 2024 | 84.92% |
December 31, 2023 | 84.92% |
November 30, 2023 | 84.92% |
October 31, 2023 | 84.92% |
September 30, 2023 | 84.92% |
August 31, 2023 | 83.13% |
July 31, 2023 | 83.13% |
June 30, 2023 | 83.13% |
May 31, 2023 | 83.13% |
April 30, 2023 | 83.13% |
March 31, 2023 | 83.13% |
February 28, 2023 | 83.13% |
January 31, 2023 | 83.13% |
December 31, 2022 | 83.13% |
November 30, 2022 | 83.13% |
October 31, 2022 | 83.13% |
September 30, 2022 | 83.13% |
August 31, 2022 | 83.13% |
July 31, 2022 | 83.13% |
June 30, 2022 | 83.13% |
May 31, 2022 | 83.13% |
Date | Value |
---|---|
April 30, 2022 | 83.13% |
March 31, 2022 | 83.13% |
February 28, 2022 | 83.13% |
January 31, 2022 | 83.13% |
December 31, 2021 | 83.13% |
November 30, 2021 | 83.13% |
October 31, 2021 | 83.13% |
September 30, 2021 | 83.13% |
August 31, 2021 | 83.13% |
July 31, 2021 | 83.13% |
June 30, 2021 | 83.13% |
May 31, 2021 | 83.13% |
April 30, 2021 | 83.13% |
March 31, 2021 | 83.13% |
February 28, 2021 | 83.13% |
January 31, 2021 | 83.13% |
December 31, 2020 | 83.13% |
November 30, 2020 | 83.13% |
October 31, 2020 | 83.13% |
September 30, 2020 | 83.13% |
August 31, 2020 | 83.13% |
July 31, 2020 | 83.13% |
June 30, 2020 | 83.13% |
May 31, 2020 | 83.13% |
April 30, 2020 | 82.22% |
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
35.80%
Minimum
Jun 2019
84.92%
Maximum
Sep 2023
76.47%
Average
83.13%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Boeing Co | 77.92% |
Astronics Corp | 87.10% |
Hexcel Corp | 68.51% |
TransDigm Group Inc | 62.64% |
RTX Corp | 51.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.46 |
Beta (5Y) | 1.798 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.54% |
Historical Sharpe Ratio (5Y) | -0.281 |
Historical Sortino (5Y) | -0.4714 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.62% |