PortfoliosLab logo

Air Transport Services Group, Inc. (ATSG)

Equity · Currency in USD · Last updated Aug 13, 2022

Company Info

ISINUS00922R1059
CUSIP00922R105
SectorIndustrials
IndustryIntegrated Freight & Logistics

Trading Data

Previous Close$32.07
Year Range$23.84 - $34.15
EMA (50)$30.38
EMA (200)$28.88
Average Volume$412.36K
Market Capitalization$2.38B

ATSGShare Price Chart


Chart placeholderClick Calculate to get results

ATSGPerformance

The chart shows the growth of $10,000 invested in Air Transport Services Group, Inc. in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $114,536 for a total return of roughly 1,045.36%. All prices are adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%MarchAprilMayJuneJulyAugust
11.32%
-4.35%
ATSG (Air Transport Services Group, Inc.)
Benchmark (^GSPC)

ATSGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M16.36%12.08%
6M16.11%-4.97%
YTD9.16%-10.20%
1Y20.02%-3.65%
5Y7.16%11.89%
10Y21.21%11.81%

ATSGMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-8.61%17.36%6.16%-6.43%-3.45%-4.93%9.08%2.33%
2021-18.92%4.45%10.25%-10.05%-5.62%-6.48%4.18%13.18%-5.77%-3.56%-0.80%19.00%
2020-10.61%-14.64%2.12%10.72%6.42%3.39%9.43%4.31%-1.42%11.89%9.63%1.95%
20194.12%-2.02%-0.95%2.08%-6.76%11.21%-4.47%-13.34%4.06%-0.52%17.69%-4.67%
20187.43%6.48%-11.90%-13.21%3.75%7.57%-0.27%-9.68%5.50%-8.71%-5.46%23.10%
20171.07%5.52%-5.70%14.58%29.69%-8.68%11.85%-5.75%6.01%-0.58%0.21%-4.58%
2016-3.47%18.71%33.16%-8.39%-10.22%2.45%11.73%-0.00%-0.90%-7.80%22.45%-1.48%
2015-2.69%7.92%2.56%1.08%12.88%-0.29%-1.33%-12.17%-5.94%14.50%-2.86%5.99%
2014-22.25%1.59%22.85%-0.25%15.96%-7.82%-8.36%6.52%-10.89%12.36%-2.81%7.67%
201315.96%18.71%5.62%-1.03%4.85%9.26%1.06%-4.04%16.85%-3.34%7.46%3.98%
201227.54%-9.80%6.63%-8.46%-4.34%2.56%-7.12%-3.73%-5.18%-12.68%-1.56%5.80%
2011-6.33%6.08%7.64%-3.20%-8.92%-8.05%-27.30%8.23%-19.67%27.94%-12.64%-2.48%
2010-17.50%9.96%31.69%64.42%2.18%-15.30%11.55%-13.37%32.39%10.34%9.82%7.05%

ATSGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Air Transport Services Group, Inc. Sharpe ratio is 0.56. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
0.56
-0.20
ATSG (Air Transport Services Group, Inc.)
Benchmark (^GSPC)

ATSGDividend History


Air Transport Services Group, Inc. doesn't pay dividends

ATSGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-6.09%
-10.77%
ATSG (Air Transport Services Group, Inc.)
Benchmark (^GSPC)

ATSGWorst Drawdowns

The table below shows the maximum drawdowns of the Air Transport Services Group, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Air Transport Services Group, Inc. is 59.32%, recorded on Nov 12, 2012. It took 372 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.32%Feb 15, 2011439Nov 12, 2012372May 7, 2014811
-48.43%Jan 24, 2018539Mar 16, 2020103Aug 11, 2020642
-32.14%Jan 5, 201052Mar 19, 20108Mar 31, 201060
-31.97%Dec 21, 2020144Jul 19, 2021157Mar 2, 2022301
-24.06%May 12, 2014106Oct 9, 2014119Apr 1, 2015225
-22.69%May 21, 201591Sep 29, 201593Feb 11, 2016184
-22.41%May 14, 201071Aug 24, 201022Sep 24, 201093
-19.47%Mar 25, 202270Jul 6, 2022
-18.99%Apr 1, 201637May 23, 2016117Nov 7, 2016154
-17.44%Aug 3, 201716Aug 24, 2017101Jan 19, 2018117

ATSGVolatility Chart

Current Air Transport Services Group, Inc. volatility is 33.22%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%60.00%MarchAprilMayJuneJulyAugust
33.22%
16.68%
ATSG (Air Transport Services Group, Inc.)
Benchmark (^GSPC)