AXT Inc (AXTI)

2.18 +0.06 (+2.83%) USD  |  NASDAQ  |  Dec 20, 16:00
2.18 0.00 (0.00%) After-Hours: 20:00
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AXT Max Drawdown (5Y): 88.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Amkor Technology Inc 61.26%
Entegris Inc 59.32%
FormFactor Inc 64.42%
inTest Corp 77.88%
IPG Photonics Corp 75.90%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -38.63
Beta (5Y) 2.150
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 85.02%
Historical Sharpe Ratio (5Y) -0.1165
Historical Sortino (5Y) -0.2701
Monthly Value at Risk (VaR) 5% (5Y Lookback) 30.61%