AXA SA (AXAHY)
36.00
+0.09
(+0.25%)
USD |
OTCM |
Nov 21, 16:00
AXA Max Drawdown (5Y): 56.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
56.37%
Maximum
Mar 2020
54.91%
Average
56.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Wendel SE | 61.61% |
| Eurazeo SE | 50.46% |
| Peugeot Invest | 39.58% |
| Tikehau Capital SCA | -- |
| AMTD IDEA Group | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.425 |
| Beta (5Y) | 1.208 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.86% |
| Historical Sharpe Ratio (5Y) | 0.3298 |
| Historical Sortino (5Y) | 0.4323 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |