Axis Auto Finance Inc (AXIS.TO)

0.005 0.00 (0.00%) CAD  |  TSX  |  Dec 23, 16:00
More

Axis Auto Finance Max Drawdown (5Y): 99.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for AXIS.TO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
goeasy Ltd 70.44%
ECN Capital Corp 77.77%
Everyday People Financial Corp --
Accord Financial Corp 63.00%
Atrium Mortgage Investment Corp 53.30%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -59.29
Beta (5Y) 0.0147
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 79.03%
Historical Sharpe Ratio (5Y) -0.7484
Historical Sortino (5Y) -1.069
Monthly Value at Risk (VaR) 5% (5Y Lookback) 44.44%