Axos Financial Inc (AX)
80.50
-0.33
(-0.41%)
USD |
NYSE |
Dec 03, 13:54
Axos Financial Max Drawdown (5Y): 67.32% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 67.32% |
| October 31, 2024 | 67.32% |
| September 30, 2024 | 67.32% |
| August 31, 2024 | 67.32% |
| July 31, 2024 | 67.32% |
| June 30, 2024 | 67.32% |
| May 31, 2024 | 67.32% |
| April 30, 2024 | 67.32% |
| March 31, 2024 | 67.32% |
| February 29, 2024 | 67.32% |
| January 31, 2024 | 67.32% |
| December 31, 2023 | 67.32% |
| November 30, 2023 | 67.32% |
| October 31, 2023 | 67.32% |
| September 30, 2023 | 67.32% |
| August 31, 2023 | 67.32% |
| July 31, 2023 | 67.32% |
| June 30, 2023 | 67.32% |
| May 31, 2023 | 67.32% |
| April 30, 2023 | 67.32% |
| March 31, 2023 | 67.32% |
| February 28, 2023 | 67.32% |
| January 31, 2023 | 67.32% |
| December 31, 2022 | 67.32% |
| November 30, 2022 | 67.32% |
| Date | Value |
|---|---|
| October 31, 2022 | 67.32% |
| September 30, 2022 | 67.32% |
| August 31, 2022 | 67.32% |
| July 31, 2022 | 67.32% |
| June 30, 2022 | 67.32% |
| May 31, 2022 | 67.32% |
| April 30, 2022 | 67.32% |
| March 31, 2022 | 67.32% |
| February 28, 2022 | 67.32% |
| January 31, 2022 | 67.32% |
| December 31, 2021 | 67.32% |
| November 30, 2021 | 67.32% |
| October 31, 2021 | 67.32% |
| September 30, 2021 | 67.32% |
| August 31, 2021 | 67.32% |
| July 31, 2021 | 67.32% |
| June 30, 2021 | 67.32% |
| May 31, 2021 | 67.32% |
| April 30, 2021 | 67.32% |
| March 31, 2021 | 67.32% |
| February 28, 2021 | 67.32% |
| January 31, 2021 | 67.32% |
| December 31, 2020 | 67.32% |
| November 30, 2020 | 67.32% |
| October 31, 2020 | 67.32% |
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
62.09%
Minimum
Dec 2019
67.32%
Maximum
Mar 2020
67.06%
Average
67.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NorthEast Community Bancorp Inc | 47.81% |
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.536 |
| Beta (5Y) | 1.425 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.59% |
| Historical Sharpe Ratio (5Y) | 0.4323 |
| Historical Sortino (5Y) | 0.7612 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.37% |