AXA SA (AXAHY)
33.84
-0.57
(-1.67%)
USD |
OTCM |
May 03, 16:00
AXA Max Drawdown (5Y): 56.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.37% |
March 31, 2024 | 56.37% |
February 29, 2024 | 56.37% |
January 31, 2024 | 56.37% |
December 31, 2023 | 56.37% |
November 30, 2023 | 56.37% |
October 31, 2023 | 56.37% |
September 30, 2023 | 56.37% |
August 31, 2023 | 56.37% |
July 31, 2023 | 56.37% |
June 30, 2023 | 56.37% |
May 31, 2023 | 56.37% |
April 30, 2023 | 56.37% |
March 31, 2023 | 56.37% |
February 28, 2023 | 56.37% |
January 31, 2023 | 56.37% |
December 31, 2022 | 56.37% |
November 30, 2022 | 56.37% |
October 31, 2022 | 56.37% |
September 30, 2022 | 56.37% |
August 31, 2022 | 56.37% |
July 31, 2022 | 56.37% |
June 30, 2022 | 56.37% |
May 31, 2022 | 56.37% |
April 30, 2022 | 56.37% |
Date | Value |
---|---|
March 31, 2022 | 56.37% |
February 28, 2022 | 56.37% |
January 31, 2022 | 56.37% |
December 31, 2021 | 56.37% |
November 30, 2021 | 56.37% |
October 31, 2021 | 56.37% |
September 30, 2021 | 56.37% |
August 31, 2021 | 56.37% |
July 31, 2021 | 56.37% |
June 30, 2021 | 56.37% |
May 31, 2021 | 56.37% |
April 30, 2021 | 56.37% |
March 31, 2021 | 56.37% |
February 28, 2021 | 56.37% |
January 31, 2021 | 56.37% |
December 31, 2020 | 56.37% |
November 30, 2020 | 56.37% |
October 31, 2020 | 56.37% |
September 30, 2020 | 56.37% |
August 31, 2020 | 56.37% |
July 31, 2020 | 56.37% |
June 30, 2020 | 56.37% |
May 31, 2020 | 56.37% |
April 30, 2020 | 56.37% |
March 31, 2020 | 56.37% |
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
34.48%
Minimum
May 2019
56.37%
Maximum
Mar 2020
52.72%
Average
56.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SCOR SE | 67.58% |
BNP Paribas | 64.87% |
Credit Agricole SA | 62.80% |
Societe Generale SA | 75.43% |
Edenred SE | 35.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.569 |
Beta (5Y) | 1.205 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.81% |
Historical Sharpe Ratio (5Y) | 0.321 |
Historical Sortino (5Y) | 0.4158 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |