AXIL Brands Inc (AXIL)
4.07
+0.07
(+1.75%)
USD |
NYAM |
Nov 22, 16:00
AXIL Brands Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Koss Corp | 96.42% |
| Emerson Radio Corp | 79.72% |
| Universal Electronics Inc | 88.60% |
| Turtle Beach Corp | 86.85% |
| Algorhythm Holdings Inc | 98.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.26 |
| Beta (5Y) | -0.6914 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 152.6% |
| Historical Sharpe Ratio (5Y) | -0.1257 |
| Historical Sortino (5Y) | -0.4161 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.00% |