Axis Auto Finance Inc (AXIS.TO)
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Nov 05, 13:51
Axis Auto Finance Max Drawdown (5Y): 98.63% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.63% |
| August 31, 2024 | 97.95% |
| July 31, 2024 | 95.89% |
| June 30, 2024 | 95.89% |
| May 31, 2024 | 93.15% |
| April 30, 2024 | 93.15% |
| March 31, 2024 | 93.15% |
| February 29, 2024 | 93.15% |
| January 31, 2024 | 93.15% |
| December 31, 2023 | 93.15% |
| November 30, 2023 | 91.78% |
| October 31, 2023 | 91.10% |
| September 30, 2023 | 89.73% |
| August 31, 2023 | 84.93% |
| July 31, 2023 | 80.59% |
| June 30, 2023 | 80.59% |
| May 31, 2023 | 80.59% |
| April 30, 2023 | 80.59% |
| March 31, 2023 | 80.59% |
| February 28, 2023 | 80.59% |
| January 31, 2023 | 80.59% |
| December 31, 2022 | 80.59% |
| November 30, 2022 | 80.59% |
| October 31, 2022 | 80.59% |
| September 30, 2022 | 80.59% |
| Date | Value |
|---|---|
| August 31, 2022 | 80.59% |
| July 31, 2022 | 80.59% |
| June 30, 2022 | 80.59% |
| May 31, 2022 | 80.59% |
| April 30, 2022 | 80.59% |
| March 31, 2022 | 80.59% |
| February 28, 2022 | 80.59% |
| January 31, 2022 | 80.59% |
| December 31, 2021 | 80.59% |
| November 30, 2021 | 80.59% |
| October 31, 2021 | 80.59% |
| September 30, 2021 | 80.59% |
| August 31, 2021 | 80.59% |
| July 31, 2021 | 80.59% |
| June 30, 2021 | 80.59% |
| May 31, 2021 | 80.59% |
| April 30, 2021 | 80.59% |
| March 31, 2021 | 80.59% |
| February 28, 2021 | 80.59% |
| January 31, 2021 | 80.59% |
| December 31, 2020 | 80.59% |
| November 30, 2020 | 80.59% |
| October 31, 2020 | 80.59% |
| September 30, 2020 | 80.59% |
| August 31, 2020 | 80.59% |
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
63.53%
Minimum
Nov 2019
98.63%
Maximum
Sep 2024
82.94%
Average
80.59%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| goeasy Ltd | 70.44% |
| ECN Capital Corp | 77.77% |
| Everyday People Financial Corp | -- |
| Accord Financial Corp | 62.81% |
| Atrium Mortgage Investment Corp | 53.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.28 |
| Beta (5Y) | 0.2349 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.26% |
| Historical Sharpe Ratio (5Y) | -0.6626 |
| Historical Sortino (5Y) | -1.026 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.50% |