American Axle & Mfg Holdings Inc (AXL)
6.38
+0.19
(+3.07%)
USD |
NYSE |
Nov 21, 16:00
6.37
-0.01
(-0.16%)
After-Hours: 20:00
American Axle & Mfg Holdings Max Drawdown (5Y): 89.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.48% |
| September 30, 2024 | 89.48% |
| August 31, 2024 | 89.48% |
| July 31, 2024 | 89.48% |
| June 30, 2024 | 89.48% |
| May 31, 2024 | 89.48% |
| April 30, 2024 | 89.48% |
| March 31, 2024 | 89.48% |
| February 29, 2024 | 89.48% |
| January 31, 2024 | 89.48% |
| December 31, 2023 | 89.48% |
| November 30, 2023 | 89.48% |
| October 31, 2023 | 89.48% |
| September 30, 2023 | 89.48% |
| August 31, 2023 | 89.48% |
| July 31, 2023 | 89.48% |
| June 30, 2023 | 89.48% |
| May 31, 2023 | 89.48% |
| April 30, 2023 | 89.48% |
| March 31, 2023 | 89.48% |
| February 28, 2023 | 89.48% |
| January 31, 2023 | 89.48% |
| December 31, 2022 | 89.48% |
| November 30, 2022 | 89.48% |
| October 31, 2022 | 89.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.48% |
| August 31, 2022 | 89.48% |
| July 31, 2022 | 89.48% |
| June 30, 2022 | 89.48% |
| May 31, 2022 | 89.48% |
| April 30, 2022 | 89.48% |
| March 31, 2022 | 89.48% |
| February 28, 2022 | 89.48% |
| January 31, 2022 | 89.48% |
| December 31, 2021 | 89.48% |
| November 30, 2021 | 89.48% |
| October 31, 2021 | 89.48% |
| September 30, 2021 | 89.48% |
| August 31, 2021 | 89.48% |
| July 31, 2021 | 89.48% |
| June 30, 2021 | 89.48% |
| May 31, 2021 | 89.48% |
| April 30, 2021 | 89.48% |
| March 31, 2021 | 89.48% |
| February 28, 2021 | 89.48% |
| January 31, 2021 | 89.48% |
| December 31, 2020 | 89.48% |
| November 30, 2020 | 89.48% |
| October 31, 2020 | 89.48% |
| September 30, 2020 | 89.48% |
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
76.92%
Minimum
Nov 2019
89.48%
Maximum
Apr 2020
88.64%
Average
89.48%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| BorgWarner Inc | 65.38% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 72.95% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.06 |
| Beta (5Y) | 1.949 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.01% |
| Historical Sharpe Ratio (5Y) | -0.1477 |
| Historical Sortino (5Y) | -0.2668 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.78% |