AXT Inc (AXTI)
2.97
+0.07
(+2.41%)
USD |
NASDAQ |
Apr 26, 16:00
2.98
+0.01
(+0.34%)
After-Hours: 20:00
AXT Max Drawdown (5Y): 87.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.44% |
| February 29, 2024 | 87.44% |
| January 31, 2024 | 87.44% |
| December 31, 2023 | 87.44% |
| November 30, 2023 | 87.44% |
| October 31, 2023 | 87.05% |
| September 30, 2023 | 85.36% |
| August 31, 2023 | 85.36% |
| July 31, 2023 | 83.08% |
| June 30, 2023 | 83.08% |
| May 31, 2023 | 83.08% |
| April 30, 2023 | 82.63% |
| March 31, 2023 | 81.87% |
| February 28, 2023 | 81.87% |
| January 31, 2023 | 81.87% |
| December 31, 2022 | 81.87% |
| November 30, 2022 | 81.87% |
| October 31, 2022 | 81.87% |
| September 30, 2022 | 81.87% |
| August 31, 2022 | 81.87% |
| July 31, 2022 | 81.87% |
| June 30, 2022 | 81.87% |
| May 31, 2022 | 81.87% |
| April 30, 2022 | 81.87% |
| March 31, 2022 | 81.87% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.87% |
| January 31, 2022 | 81.87% |
| December 31, 2021 | 81.87% |
| November 30, 2021 | 81.87% |
| October 31, 2021 | 81.87% |
| September 30, 2021 | 81.87% |
| August 31, 2021 | 81.87% |
| July 31, 2021 | 81.87% |
| June 30, 2021 | 81.87% |
| May 31, 2021 | 81.87% |
| April 30, 2021 | 81.87% |
| March 31, 2021 | 81.87% |
| February 28, 2021 | 81.87% |
| January 31, 2021 | 81.87% |
| December 31, 2020 | 81.87% |
| November 30, 2020 | 81.87% |
| October 31, 2020 | 81.87% |
| September 30, 2020 | 81.87% |
| August 31, 2020 | 81.95% |
| July 31, 2020 | 83.28% |
| June 30, 2020 | 84.11% |
| May 31, 2020 | 84.11% |
| April 30, 2020 | 84.11% |
| March 31, 2020 | 84.11% |
| February 29, 2020 | 84.11% |
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
81.87%
Minimum
Sep 2020
87.44%
Maximum
Nov 2023
83.19%
Average
81.87%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| NVIDIA Corp | 66.34% |
| SunPower Corp | 95.39% |
| Amkor Technology Inc | 61.26% |
| Entegris Inc | 59.32% |
| inTest Corp | 77.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.62 |
| Beta (5Y) | 2.240 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.69% |
| Historical Sharpe Ratio (5Y) | -0.0164 |
| Historical Sortino (5Y) | -0.0401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.25% |