Evogene Ltd (EVGN)
0.6251
-0.03
(-5.10%)
USD |
NASDAQ |
Apr 26, 16:00
0.6249
0.00 (0.00%)
After-Hours: 20:00
Evogene Max Drawdown (5Y): 95.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 95.29% |
| February 29, 2024 | 95.29% |
| January 31, 2024 | 95.29% |
| December 31, 2023 | 95.29% |
| November 30, 2023 | 95.29% |
| October 31, 2023 | 95.29% |
| September 30, 2023 | 94.35% |
| August 31, 2023 | 94.35% |
| July 31, 2023 | 94.35% |
| June 30, 2023 | 94.35% |
| May 31, 2023 | 94.35% |
| April 30, 2023 | 94.27% |
| March 31, 2023 | 94.06% |
| February 28, 2023 | 93.86% |
| January 31, 2023 | 93.86% |
| December 31, 2022 | 93.86% |
| November 30, 2022 | 93.69% |
| October 31, 2022 | 93.16% |
| September 30, 2022 | 92.66% |
| August 31, 2022 | 92.66% |
| July 31, 2022 | 92.66% |
| June 30, 2022 | 92.63% |
| May 31, 2022 | 92.63% |
| April 30, 2022 | 92.63% |
| March 31, 2022 | 92.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.63% |
| January 31, 2022 | 92.63% |
| December 31, 2021 | 92.63% |
| November 30, 2021 | 92.63% |
| October 31, 2021 | 92.63% |
| September 30, 2021 | 92.63% |
| August 31, 2021 | 92.63% |
| July 31, 2021 | 92.63% |
| June 30, 2021 | 92.63% |
| May 31, 2021 | 92.63% |
| April 30, 2021 | 92.63% |
| March 31, 2021 | 92.63% |
| February 28, 2021 | 92.63% |
| January 31, 2021 | 92.63% |
| December 31, 2020 | 92.63% |
| November 30, 2020 | 92.63% |
| October 31, 2020 | 92.63% |
| September 30, 2020 | 92.63% |
| August 31, 2020 | 92.63% |
| July 31, 2020 | 92.63% |
| June 30, 2020 | 92.63% |
| May 31, 2020 | 92.63% |
| April 30, 2020 | 92.63% |
| March 31, 2020 | 92.63% |
| February 29, 2020 | 90.06% |
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
90.06%
Minimum
Apr 2019
95.29%
Maximum
Oct 2023
92.71%
Average
92.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Compugen Ltd | 97.28% |
| Pluri Inc | 96.47% |
| BioLine Rx Ltd | 97.41% |
| Can Fite Biofarma Ltd | 99.32% |
| BiomX Inc | 98.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.75 |
| Beta (5Y) | 1.487 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.1% |
| Historical Sharpe Ratio (5Y) | -0.1832 |
| Historical Sortino (5Y) | -0.5317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.49% |