Axsome Therapeutics Inc (AXSM)
75.93
+0.25
(+0.33%)
USD |
NASDAQ |
May 09, 12:32
Axsome Therapeutics Max Drawdown (5Y): 81.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 86.65% |
July 31, 2020 | 86.65% |
June 30, 2020 | 86.65% |
May 31, 2020 | 86.65% |
April 30, 2020 | 86.65% |
March 31, 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
May 2019
86.04%
Average
86.65%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Krystal Biotech Inc | 53.42% |
Amgen Inc | 24.86% |
Vertex Pharmaceuticals Inc | 41.60% |
Alnylam Pharmaceuticals Inc | 52.27% |
Catalyst Pharmaceuticals Inc | 64.87% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.38 |
Beta (5Y) | 1.128 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.0% |
Historical Sharpe Ratio (5Y) | 0.2788 |
Historical Sortino (5Y) | 0.723 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.50% |