Axsome Therapeutics Inc (AXSM)
87.15
-1.69
(-1.90%)
USD |
NASDAQ |
Nov 04, 16:00
87.16
+0.01
(+0.01%)
After-Hours: 20:00
Axsome Therapeutics Max Drawdown (5Y): 81.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.26% |
| September 30, 2024 | 81.26% |
| August 31, 2024 | 81.26% |
| July 31, 2024 | 81.26% |
| June 30, 2024 | 81.26% |
| May 31, 2024 | 81.26% |
| April 30, 2024 | 81.26% |
| March 31, 2024 | 81.26% |
| February 29, 2024 | 81.26% |
| January 31, 2024 | 81.26% |
| December 31, 2023 | 81.26% |
| November 30, 2023 | 81.26% |
| October 31, 2023 | 82.44% |
| September 30, 2023 | 86.65% |
| August 31, 2023 | 86.65% |
| July 31, 2023 | 86.65% |
| June 30, 2023 | 86.65% |
| May 31, 2023 | 86.65% |
| April 30, 2023 | 86.65% |
| March 31, 2023 | 86.65% |
| February 28, 2023 | 86.65% |
| January 31, 2023 | 86.65% |
| December 31, 2022 | 86.65% |
| November 30, 2022 | 86.65% |
| October 31, 2022 | 86.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.65% |
| August 31, 2022 | 86.65% |
| July 31, 2022 | 86.65% |
| June 30, 2022 | 86.65% |
| May 31, 2022 | 86.65% |
| April 30, 2022 | 86.65% |
| March 31, 2022 | 86.65% |
| February 28, 2022 | 86.65% |
| January 31, 2022 | 86.65% |
| December 31, 2021 | 86.65% |
| November 30, 2021 | 86.65% |
| October 31, 2021 | 86.65% |
| September 30, 2021 | 86.65% |
| August 31, 2021 | 86.65% |
| July 31, 2021 | 86.65% |
| June 30, 2021 | 86.65% |
| May 31, 2021 | 86.65% |
| April 30, 2021 | 86.65% |
| March 31, 2021 | 86.65% |
| February 28, 2021 | 86.65% |
| January 31, 2021 | 86.65% |
| December 31, 2020 | 86.65% |
| November 30, 2020 | 86.65% |
| October 31, 2020 | 86.65% |
| September 30, 2020 | 86.65% |
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
81.26%
Minimum
Nov 2023
86.65%
Maximum
Nov 2019
85.50%
Average
86.65%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Krystal Biotech Inc | 53.42% |
| Pfizer Inc | 54.78% |
| Sarepta Therapeutics Inc | 64.93% |
| Moderna Inc | 89.10% |
| NovaBay Pharmaceuticals Inc | 99.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.30 |
| Beta (5Y) | 1.257 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.94% |
| Historical Sharpe Ratio (5Y) | 0.336 |
| Historical Sortino (5Y) | 0.6404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.31% |