Israel Discount Bank Ltd (ISDAY)
48.50
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Israel Discount Bank Max Drawdown (5Y): 49.36% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 49.36% |
April 30, 2024 | 49.36% |
March 31, 2024 | 49.36% |
February 29, 2024 | 49.36% |
January 31, 2024 | 49.36% |
December 31, 2023 | 49.36% |
November 30, 2023 | 49.36% |
October 31, 2023 | 49.36% |
September 30, 2023 | 49.36% |
August 31, 2023 | 49.36% |
July 31, 2023 | 49.36% |
June 30, 2023 | 49.36% |
May 31, 2023 | 49.36% |
April 30, 2023 | 49.36% |
March 31, 2023 | 49.36% |
February 28, 2023 | 49.36% |
January 31, 2023 | 49.36% |
December 31, 2022 | 49.36% |
November 30, 2022 | 49.36% |
October 31, 2022 | 49.36% |
September 30, 2022 | 49.36% |
August 31, 2022 | 49.36% |
July 31, 2022 | 49.36% |
June 30, 2022 | 49.36% |
May 31, 2022 | 49.36% |
Date | Value |
---|---|
April 30, 2022 | 49.36% |
March 31, 2022 | 49.36% |
February 28, 2022 | 49.36% |
January 31, 2022 | 49.36% |
December 31, 2021 | 49.36% |
November 30, 2021 | 49.36% |
October 31, 2021 | 49.36% |
September 30, 2021 | 49.36% |
August 31, 2021 | 49.36% |
July 31, 2021 | 49.36% |
June 30, 2021 | 49.36% |
May 31, 2021 | 49.36% |
April 30, 2021 | 49.36% |
March 31, 2021 | 49.36% |
February 28, 2021 | 49.36% |
January 31, 2021 | 49.36% |
December 31, 2020 | 49.36% |
November 30, 2020 | 49.36% |
October 31, 2020 | 49.36% |
September 30, 2020 | 49.36% |
August 31, 2020 | 49.36% |
July 31, 2020 | 49.36% |
June 30, 2020 | 49.36% |
May 31, 2020 | 49.36% |
April 30, 2020 | 49.36% |
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
21.20%
Minimum
Jun 2019
49.36%
Maximum
Mar 2020
45.14%
Average
49.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Elron Ventures Ltd | 80.96% |
Metalink Ltd | 99.39% |
Bank Hapoalim BM | 48.96% |
The Trendlines Group Ltd | 63.59% |
Bank Leumi Le-Israel BM | 42.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.648 |
Beta (5Y) | 0.8341 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.10% |
Historical Sharpe Ratio (5Y) | 0.1362 |
Historical Sortino (5Y) | 0.178 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.41% |