Airline Stock Portfolio

by Chris Conlan

Portfolio simulator for airline stocks
Last updated: Oct. 30, 2020
$60$80$100$120$140$160$180$200$220$60$80$100$120$140$160$180$200$2202002200420062008201020122014201620182020

Click to adjust performance metrics

26.32%

Volatility

0.03

Sharpe Ratio

0.78%

CAGR

62.02%

Max Drawdown

0.28

Profit/Max Drawdown

17.41%

Overall Return

Click to adjust asset allocations

AAI 100 (2%)
AAL 100 (2%)
AAMRQ 100 (2%)
ACNAQ 100 (2%)
ALGT 100 (2%)
ALK 100 (2%)
ANS 100 (2%)
ASAI 100 (2%)
AVH 100 (2%)
AWA 100 (2%)
AZUL 100 (2%)
BLTA 100 (2%)
CAL1 100 (2%)
CCAR 100 (2%)
CEA 100 (2%)
COMR 100 (2%)
CPA 100 (2%)
DAL 100 (2%)
DALRQ 100 (2%)
FLYI 100 (2%)
FRNTQ 100 (2%)
GIGIQ 100 (2%)
GLUX 100 (2%)
GOL 100 (2%)
HA 100 (2%)
JBLU 100 (2%)
KLMR 100 (2%)
LCC 100 (2%)
LTMAQ 100 (2%)
LUV 100 (2%)
MAIR 100 (2%)
MDWY 100 (2%)
MEH 100 (2%)
MESA 100 (2%)
MESAQ 100 (2%)
NWAC 100 (2%)
PNCLQ 100 (2%)
RENO 100 (2%)
RJETQ 100 (2%)
RYAAY 100 (2%)
SAVE 100 (2%)
SKYW 100 (2%)
TOWR1 100 (2%)
TRIP1 100 (2%)
TWAIQ 100 (2%)
UAL 100 (2%)
UALAQ 100 (2%)
UAWGQ 100 (2%)
VA 100 (2%)
VIRGY 100 (2%)
VLRS 100 (2%)
VNGD 100 (2%)
XJT 100 (2%)
ZNH 100 (2%)

This plot simulates a theoretical constant-weighted portfolio of airline stocks over the past twenty years. Try adjusting both the performance metrics and the asset allocations to see how the portfolio could have performed in the past. With constant weights, it is difficult to push the Sharpe Ratio above one.
When you adjust the performance metrics on this page, we perform an incremental grid search optimization to shift the performance metric in the direction you pressed. Try clicking multiple times on the same button or a variety of buttons to fine-tune the portfolio's performance.
Help your clients understand your investment strategy beyond its performance history.