Axon Enterprise Inc (AXON)
631.27
+21.45
(+3.52%)
USD |
NASDAQ |
Nov 21, 16:00
632.25
+0.98
(+0.16%)
After-Hours: 07:03
Axon Enterprise Max Drawdown (5Y): 58.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.54% |
| September 30, 2024 | 58.54% |
| August 31, 2024 | 58.54% |
| July 31, 2024 | 58.54% |
| June 30, 2024 | 58.54% |
| May 31, 2024 | 58.54% |
| April 30, 2024 | 58.54% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 49.59% |
| March 31, 2021 | 49.59% |
| February 28, 2021 | 49.59% |
| January 31, 2021 | 57.89% |
| December 31, 2020 | 58.61% |
| November 30, 2020 | 58.61% |
| October 31, 2020 | 58.61% |
| September 30, 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
May 2021
58.61%
Maximum
Nov 2019
55.78%
Average
58.54%
Median
May 2022
Max Drawdown (5Y) Benchmarks
| National Presto Industries Inc | 45.41% |
| Cyberlux Corp | 99.90% |
| Byrna Technologies Inc | 92.51% |
| Hyperscale Data Inc | 100.00% |
| Omega Flex Inc | 74.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 38.07 |
| Beta (5Y) | 0.9447 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.07% |
| Historical Sharpe Ratio (5Y) | 1.046 |
| Historical Sortino (5Y) | 2.054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.43% |