AXA SA (AXAHY)

35.26 +0.10 (+0.27%) USD  |  OTCM  |  Dec 24, 12:38
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AXA Max Drawdown (5Y): 56.37% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Wendel SE 61.61%
Eurazeo SE 50.46%
Peugeot Invest 39.58%
Tikehau Capital SCA --
AMTD IDEA Group 97.93%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.707
Beta (5Y) 1.172
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.99%
Historical Sharpe Ratio (5Y) 0.2632
Historical Sortino (5Y) 0.3483
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.92%