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Air Transport Services Group, Inc. (ATSG)

Equity · Currency in USD
Sector
Industrials
Industry
Integrated Freight & Logistics
ISIN
US00922R1059
CUSIP
00922R105

ATSGPrice Chart


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ATSGPerformance

The chart shows the growth of $10,000 invested in Air Transport Services Group, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $92,857 for a total return of roughly 828.57%. All prices are adjusted for splits and dividends.


ATSG (Air Transport Services Group, Inc.)
Benchmark (S&P 500)

ATSGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-11.50%-7.73%
1M-9.66%-5.40%
6M15.30%0.70%
1Y-5.42%14.18%
5Y11.20%14.13%
10Y16.27%12.84%

ATSGMonthly Returns Heatmap


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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 -0.06. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


ATSG (Air Transport Services Group, Inc.)
Benchmark (S&P 500)

ATSGDividends


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

ATSGDrawdowns Chart

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


ATSG (Air Transport Services Group, Inc.)
Benchmark (S&P 500)

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, 2021
-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
-18.99%Apr 1, 201637May 23, 2016117Nov 7, 2016154
-17.44%Aug 3, 201716Aug 24, 2017101Jan 19, 2018117
-12.9%Aug 12, 202021Sep 10, 202028Oct 20, 202049

ATSGVolatility Chart

Current Air Transport Services Group, Inc. volatility is 33.08%. 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.


ATSG (Air Transport Services Group, Inc.)
Benchmark (S&P 500)

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