American Express Co (AXP)

298.65 +5.57 (+1.90%) USD  |  NYSE  |  Dec 20, 16:00
299.30 +0.65 (+0.22%) Pre-Market: 20:00
More

American Express Max Drawdown (5Y): 49.64% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for AXP.
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
Discover Financial Services 72.37%
Capital One Financial Corp 60.25%
Bank of America Corp 48.93%
Citigroup Inc 56.50%
JPMorgan Chase & Co 43.62%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.267
Beta (5Y) 1.232
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.40%
Historical Sharpe Ratio (5Y) 0.6086
Historical Sortino (5Y) 0.8255
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.60%