Axsome Therapeutics Inc (AXSM)
111.67
-4.96
(-4.25%)
USD |
NASDAQ |
Apr 01, 16:00
110.25
-1.42
(-1.27%)
Pre-Market: 09:16
Axsome Therapeutics Max Drawdown (5Y): 81.26% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Biogen Inc | 67.83% |
| Rhythm Pharmaceuticals Inc | 92.10% |
| BridgeBio Pharma Inc | 92.80% |
| SpringWorks Therapeutics Inc | 80.38% |
| Phathom Pharmaceuticals Inc | 92.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.049 |
| Beta (5Y) | 0.8827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.78% |
| Historical Sharpe Ratio (5Y) | 0.1635 |
| Historical Sortino (5Y) | 0.2963 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.78% |