AIR AAR Corp.

Fundamental Data

Get detailed Fundamental insights of AAR Corp. and compare it to the S&P500.
YTD Return
AIR +8.93%
vs.
SPY +18.46%
1-Year Return
AIR +13.83%
vs.
SPY +27.00%
3-Year Return
AIR +17.94%
vs.
SPY +5.68%

Worst 10 Drawdowns of AIR

Started Recovered Drawdown Days
Dec 23, 2019 Jun 6, 2022 -81.80% 897
Mar 17, 2015 Nov 8, 2016 -44.13% 603
Nov 9, 2018 Dec 19, 2019 -39.55% 406
Jun 8, 2022 Feb 13, 2023 -33.20% 251
Jul 17, 2024 Sep 17, 2024 -24.45% 63
Dec 20, 2023 Jun 25, 2024 -20.95% 189
Nov 23, 2016 Sep 19, 2017 -18.57% 301
Dec 22, 2017 Mar 8, 2018 -14.93% 77
Jun 14, 2018 Nov 1, 2018 -12.13% 141
Mar 6, 2023 Jun 20, 2023 -11.47% 107

AIR vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

AIR
S&P500
Metric AIR S&P500
Cumulative Return +149.8% +174.09%
Compound Annual Growth Rate (CAGR) +6.73% +7.44%
Sharpe 0.44 0.67
Sortino 0.63 0.94
Max Drawdown -81.8% -34.1%
Longest Drawdown Days 897 745
Volatility (ann.) 44.39% 17.83%
Correlation 51.79% -
R^2 0.27 -
Calmar 0.08 0.22
Skew 0.23 -0.55
Kurtosis 29.17 12.49
Expected Daily +0.04% +0.04%
Expected Monthly +0.79% +0.87%
Expected Yearly +9.59% +10.61%
Kelly Criterion 1.84% 6.29%
Risk of Ruin 0% 0%
Daily Value-at-Risk -4.52% -1.80%
Expected Shortfall (cVaR) -4.52% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 10 8
Gain/Pain Ratio 0.09 0.14
Gain/Pain (1M) 0.50 0.78
Payoff Ratio 0.95 0.95
Profit Factor 1.09 1.14
Outlier Win Ratio 2.97 7.00
Outlier Loss Ratio 3.27 7.37
MTD +3.33% -0.11%
3M +1.45% +3.74%
6M +8.15% +10.44%
Best Day +36.44% +9.06%
Worst Day -33.75% -10.94%
Best Month +45.79% +12.70%
Worst Month -48.60% -13.00%
Best Year +38.98% +28.79%
Worst Year -19.69% -19.48%
Avg. Drawdown -8.36% -1.83%
Avg. Drawdown Days 71 22
Recovery Factor 2.29 3.41
Ulcer Index 0.25 0.08
Avg. Up Month +8.48% +4.11%
Avg. Down Month -10.33% -5.17%
Win Days 52.06% 54.39%
Win Month 58.97% 66.67%
Win Quarter 69.23% 76.92%
Win Year 70.00% 70.00%

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