United Airlines Holdings Inc (UAL)
52.84
-0.67
(-1.25%)
USD |
NASDAQ |
Apr 26, 16:00
52.72
-0.12
(-0.23%)
After-Hours: 20:00
United Airlines Holdings Max Drawdown (5Y): 79.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 79.40% |
July 31, 2020 | 79.40% |
June 30, 2020 | 79.40% |
May 31, 2020 | 79.40% |
April 30, 2020 | 77.99% |
March 31, 2020 | 77.99% |
February 29, 2020 | 48.72% |
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
Apr 2019
79.40%
Maximum
May 2020
73.73%
Average
79.40%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Allegiant Travel Co | 78.65% |
Alaska Air Group Inc | 75.06% |
JetBlue Airways Corp | 82.95% |
American Airlines Group Inc | 84.14% |
Frontier Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.91 |
Beta (5Y) | 1.548 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.47% |
Historical Sharpe Ratio (5Y) | -0.2072 |
Historical Sortino (5Y) | -0.3038 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.06% |