American Express Co (AXP)
270.19
-2.50
(-0.92%)
USD |
NYSE |
Nov 04, 16:00
270.20
+0.01
(+0.00%)
After-Hours: 20:00
American Express Max Drawdown (5Y): 49.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.64% |
| September 30, 2024 | 49.64% |
| August 31, 2024 | 49.64% |
| July 31, 2024 | 49.64% |
| June 30, 2024 | 49.64% |
| May 31, 2024 | 49.64% |
| April 30, 2024 | 49.64% |
| March 31, 2024 | 49.64% |
| February 29, 2024 | 49.64% |
| January 31, 2024 | 49.64% |
| December 31, 2023 | 49.64% |
| November 30, 2023 | 49.64% |
| October 31, 2023 | 49.64% |
| September 30, 2023 | 49.64% |
| August 31, 2023 | 49.64% |
| July 31, 2023 | 49.64% |
| June 30, 2023 | 49.64% |
| May 31, 2023 | 49.64% |
| April 30, 2023 | 49.64% |
| March 31, 2023 | 49.64% |
| February 28, 2023 | 49.64% |
| January 31, 2023 | 49.64% |
| December 31, 2022 | 49.64% |
| November 30, 2022 | 49.64% |
| October 31, 2022 | 49.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.64% |
| August 31, 2022 | 49.64% |
| July 31, 2022 | 49.64% |
| June 30, 2022 | 49.64% |
| May 31, 2022 | 49.64% |
| April 30, 2022 | 49.64% |
| March 31, 2022 | 49.64% |
| February 28, 2022 | 49.64% |
| January 31, 2022 | 49.64% |
| December 31, 2021 | 49.64% |
| November 30, 2021 | 49.64% |
| October 31, 2021 | 49.64% |
| September 30, 2021 | 49.64% |
| August 31, 2021 | 49.64% |
| July 31, 2021 | 49.64% |
| June 30, 2021 | 49.64% |
| May 31, 2021 | 49.64% |
| April 30, 2021 | 49.64% |
| March 31, 2021 | 49.64% |
| February 28, 2021 | 49.64% |
| January 31, 2021 | 49.64% |
| December 31, 2020 | 49.64% |
| November 30, 2020 | 49.64% |
| October 31, 2020 | 49.64% |
| September 30, 2020 | 49.64% |
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
45.38%
Minimum
Nov 2019
49.64%
Maximum
Mar 2020
49.35%
Average
49.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Capital One Financial Corp | 60.25% |
| Discover Financial Services | 72.37% |
| Bank of America Corp | 48.93% |
| Citigroup Inc | 56.50% |
| The Goldman Sachs Group Inc | 48.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.763 |
| Beta (5Y) | 1.213 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.31% |
| Historical Sharpe Ratio (5Y) | 0.5394 |
| Historical Sortino (5Y) | 0.7291 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |