Axalta Coating Systems Ltd (AXTA)
31.21
+0.28
(+0.91%)
USD |
NYSE |
Apr 26, 16:00
31.21
0.00 (0.00%)
After-Hours: 20:00
Axalta Coating Systems Max Drawdown (5Y): 63.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 63.60% |
February 29, 2024 | 63.60% |
January 31, 2024 | 63.60% |
December 31, 2023 | 63.60% |
November 30, 2023 | 63.60% |
October 31, 2023 | 63.60% |
September 30, 2023 | 63.60% |
August 31, 2023 | 63.60% |
July 31, 2023 | 63.60% |
June 30, 2023 | 63.60% |
May 31, 2023 | 63.60% |
April 30, 2023 | 63.60% |
March 31, 2023 | 63.60% |
February 28, 2023 | 63.60% |
January 31, 2023 | 63.60% |
December 31, 2022 | 63.60% |
November 30, 2022 | 63.60% |
October 31, 2022 | 63.60% |
September 30, 2022 | 63.60% |
August 31, 2022 | 63.60% |
July 31, 2022 | 63.60% |
June 30, 2022 | 63.60% |
May 31, 2022 | 63.60% |
April 30, 2022 | 63.60% |
March 31, 2022 | 63.60% |
Date | Value |
---|---|
February 28, 2022 | 63.60% |
January 31, 2022 | 63.60% |
December 31, 2021 | 63.60% |
November 30, 2021 | 63.60% |
October 31, 2021 | 63.60% |
September 30, 2021 | 63.60% |
August 31, 2021 | 63.60% |
July 31, 2021 | 63.60% |
June 30, 2021 | 63.60% |
May 31, 2021 | 63.60% |
April 30, 2021 | 63.60% |
March 31, 2021 | 63.60% |
February 28, 2021 | 63.60% |
January 31, 2021 | 63.60% |
December 31, 2020 | 63.60% |
November 30, 2020 | 63.60% |
October 31, 2020 | 63.60% |
September 30, 2020 | 63.60% |
August 31, 2020 | 63.60% |
July 31, 2020 | 63.60% |
June 30, 2020 | 63.60% |
May 31, 2020 | 63.60% |
April 30, 2020 | 63.60% |
March 31, 2020 | 63.60% |
February 29, 2020 | 42.12% |
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
42.12%
Minimum
Apr 2019
63.60%
Maximum
Mar 2020
59.66%
Average
63.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Nucor Corp | 57.19% |
PPG Industries Inc | 45.57% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.28 |
Beta (5Y) | 1.509 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.00% |
Historical Sharpe Ratio (5Y) | 0.126 |
Historical Sortino (5Y) | 0.1621 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.36% |