Axon Enterprise Inc (AXON)
306.24
+3.83
(+1.27%)
USD |
NASDAQ |
Apr 25, 16:00
306.01
-0.23
(-0.08%)
Pre-Market: 08:34
Axon Enterprise Max Drawdown (5Y): 58.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.54% |
| February 29, 2024 | 58.54% |
| January 31, 2024 | 58.54% |
| December 31, 2023 | 58.54% |
| November 30, 2023 | 58.54% |
| October 31, 2023 | 58.54% |
| September 30, 2023 | 58.54% |
| August 31, 2023 | 58.54% |
| July 31, 2023 | 58.54% |
| June 30, 2023 | 58.54% |
| May 31, 2023 | 58.54% |
| April 30, 2023 | 58.54% |
| March 31, 2023 | 58.54% |
| February 28, 2023 | 58.54% |
| January 31, 2023 | 58.54% |
| December 31, 2022 | 58.54% |
| November 30, 2022 | 58.54% |
| October 31, 2022 | 58.54% |
| September 30, 2022 | 58.54% |
| August 31, 2022 | 58.54% |
| July 31, 2022 | 58.54% |
| June 30, 2022 | 58.54% |
| May 31, 2022 | 58.54% |
| April 30, 2022 | 46.94% |
| March 31, 2022 | 46.94% |
| Date | Value |
|---|---|
| February 28, 2022 | 46.94% |
| January 31, 2022 | 46.94% |
| December 31, 2021 | 46.94% |
| November 30, 2021 | 46.94% |
| October 31, 2021 | 46.94% |
| September 30, 2021 | 46.94% |
| August 31, 2021 | 46.94% |
| July 31, 2021 | 46.94% |
| June 30, 2021 | 46.94% |
| May 31, 2021 | 46.94% |
| April 30, 2021 | 46.94% |
| March 31, 2021 | 46.94% |
| February 28, 2021 | 49.59% |
| January 31, 2021 | 49.59% |
| December 31, 2020 | 49.59% |
| November 30, 2020 | 57.89% |
| October 31, 2020 | 58.61% |
| September 30, 2020 | 58.61% |
| August 31, 2020 | 58.61% |
| July 31, 2020 | 58.61% |
| June 30, 2020 | 58.61% |
| May 31, 2020 | 58.61% |
| April 30, 2020 | 58.61% |
| March 31, 2020 | 58.61% |
| February 29, 2020 | 58.61% |
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
46.94%
Minimum
Mar 2021
58.61%
Maximum
Apr 2019
55.40%
Average
58.54%
Median
May 2022
Max Drawdown (5Y) Benchmarks
| National Presto Industries Inc | 45.41% |
| Byrna Technologies Inc | 92.51% |
| Curtiss-Wright Corp | 48.73% |
| Xylem Inc | 46.69% |
| V2X Inc | 50.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 27.73 |
| Beta (5Y) | 0.9314 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.23% |
| Historical Sharpe Ratio (5Y) | 0.7941 |
| Historical Sortino (5Y) | 1.662 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.92% |