AXA SA (AXAHY)
46.49
+0.16
(+0.35%)
USD |
OTCM |
Jun 10, 16:00
AXA Max Drawdown (5Y) : 32.63% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 32.63% |
| April 30, 2026 | 32.63% |
| March 31, 2026 | 32.63% |
| February 28, 2026 | 32.63% |
| January 31, 2026 | 32.63% |
| December 31, 2025 | 32.63% |
| November 30, 2025 | 32.63% |
| October 31, 2025 | 43.01% |
| September 30, 2025 | 44.93% |
| August 31, 2025 | 44.93% |
| July 31, 2025 | 44.93% |
| June 30, 2025 | 44.93% |
| May 31, 2025 | 44.93% |
| April 30, 2025 | 45.76% |
| March 31, 2025 | 50.85% |
| February 28, 2025 | 56.37% |
| January 31, 2025 | 56.37% |
| December 31, 2024 | 56.37% |
| November 30, 2024 | 56.37% |
| October 31, 2024 | 56.37% |
| September 30, 2024 | 56.37% |
| August 31, 2024 | 56.37% |
| July 31, 2024 | 56.37% |
| June 30, 2024 | 56.37% |
| May 31, 2024 | 56.37% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Coface SA | -- |
| SCOR SE | 92.43% |
| Chubb Ltd. | 19.28% |
| American Financial Group, Inc. | 23.79% |
| Assured Guaranty Ltd. | 30.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.267 |
| Beta (5Y) | 0.6090 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.82% |
| Historical Sharpe Ratio (5Y) | 0.5767 |
| Historical Sortino (5Y) | 1.013 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.08% |