American Axle & Mfg Holdings Inc (AXL)
7.49
+0.17
(+2.32%)
USD |
NYSE |
May 03, 16:00
7.49
0.00 (0.00%)
Pre-Market: 20:00
American Axle & Mfg Holdings Max Drawdown (5Y): 89.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 89.20% |
March 31, 2024 | 89.20% |
February 29, 2024 | 89.20% |
January 31, 2024 | 89.20% |
December 31, 2023 | 89.20% |
November 30, 2023 | 89.20% |
October 31, 2023 | 89.20% |
September 30, 2023 | 89.20% |
August 31, 2023 | 89.20% |
July 31, 2023 | 89.20% |
June 30, 2023 | 89.20% |
May 31, 2023 | 89.20% |
April 30, 2023 | 89.20% |
March 31, 2023 | 89.20% |
February 28, 2023 | 89.20% |
January 31, 2023 | 89.20% |
December 31, 2022 | 89.20% |
November 30, 2022 | 89.20% |
October 31, 2022 | 89.20% |
September 30, 2022 | 89.20% |
August 31, 2022 | 89.20% |
July 31, 2022 | 89.20% |
June 30, 2022 | 89.20% |
May 31, 2022 | 89.20% |
April 30, 2022 | 89.20% |
Date | Value |
---|---|
March 31, 2022 | 89.20% |
February 28, 2022 | 89.20% |
January 31, 2022 | 89.20% |
December 31, 2021 | 89.20% |
November 30, 2021 | 89.20% |
October 31, 2021 | 89.20% |
September 30, 2021 | 89.20% |
August 31, 2021 | 89.20% |
July 31, 2021 | 89.20% |
June 30, 2021 | 89.20% |
May 31, 2021 | 89.20% |
April 30, 2021 | 89.20% |
March 31, 2021 | 89.20% |
February 28, 2021 | 89.20% |
January 31, 2021 | 89.20% |
December 31, 2020 | 89.20% |
November 30, 2020 | 89.20% |
October 31, 2020 | 89.20% |
September 30, 2020 | 89.20% |
August 31, 2020 | 89.20% |
July 31, 2020 | 89.20% |
June 30, 2020 | 89.20% |
May 31, 2020 | 89.20% |
April 30, 2020 | 89.20% |
March 31, 2020 | 89.20% |
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
61.18%
Minimum
May 2019
89.20%
Maximum
Mar 2020
86.36%
Average
89.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BorgWarner Inc | 65.56% |
Commercial Vehicle Group Inc | 90.48% |
Dorman Products Inc | 50.78% |
Monro Inc | 70.05% |
Motorcar Parts of America Inc | 83.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.53 |
Beta (5Y) | 2.195 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.15% |
Historical Sharpe Ratio (5Y) | -0.2119 |
Historical Sortino (5Y) | -0.3636 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.54% |