American Express Co (AXP)
236.35
-0.75
(-0.32%)
USD |
NYSE |
Apr 26, 10:07
American Express Max Drawdown (5Y): 49.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 49.64% |
July 31, 2020 | 49.64% |
June 30, 2020 | 49.64% |
May 31, 2020 | 49.64% |
April 30, 2020 | 49.64% |
March 31, 2020 | 49.64% |
February 29, 2020 | 45.38% |
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
Apr 2019
49.64%
Maximum
Mar 2020
48.86%
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) | -0.6538 |
Beta (5Y) | 1.234 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.14% |
Historical Sharpe Ratio (5Y) | 0.4809 |
Historical Sortino (5Y) | 0.6587 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |