Ituran Location and Control Ltd (ITRN)
26.82
+0.08
(+0.30%)
USD |
NASDAQ |
May 23, 12:27
Ituran Location and Control Max Drawdown (5Y): 68.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.39% |
March 31, 2024 | 68.39% |
February 29, 2024 | 68.39% |
January 31, 2024 | 68.39% |
December 31, 2023 | 68.39% |
November 30, 2023 | 68.39% |
October 31, 2023 | 68.39% |
September 30, 2023 | 68.39% |
August 31, 2023 | 68.39% |
July 31, 2023 | 68.39% |
June 30, 2023 | 68.39% |
May 31, 2023 | 68.39% |
April 30, 2023 | 68.39% |
March 31, 2023 | 68.39% |
February 28, 2023 | 68.39% |
January 31, 2023 | 68.39% |
December 31, 2022 | 68.39% |
November 30, 2022 | 68.39% |
October 31, 2022 | 68.39% |
September 30, 2022 | 68.39% |
August 31, 2022 | 68.39% |
July 31, 2022 | 68.39% |
June 30, 2022 | 68.39% |
May 31, 2022 | 68.39% |
April 30, 2022 | 68.39% |
Date | Value |
---|---|
March 31, 2022 | 68.39% |
February 28, 2022 | 68.39% |
January 31, 2022 | 68.39% |
December 31, 2021 | 68.39% |
November 30, 2021 | 68.39% |
October 31, 2021 | 68.39% |
September 30, 2021 | 68.39% |
August 31, 2021 | 68.39% |
July 31, 2021 | 68.39% |
June 30, 2021 | 68.39% |
May 31, 2021 | 68.39% |
April 30, 2021 | 68.39% |
March 31, 2021 | 68.39% |
February 28, 2021 | 68.39% |
January 31, 2021 | 68.39% |
December 31, 2020 | 68.39% |
November 30, 2020 | 68.39% |
October 31, 2020 | 68.39% |
September 30, 2020 | 68.39% |
August 31, 2020 | 68.39% |
July 31, 2020 | 68.39% |
June 30, 2020 | 68.39% |
May 31, 2020 | 68.39% |
April 30, 2020 | 68.39% |
March 31, 2020 | 68.39% |
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
34.99%
Minimum
May 2019
68.39%
Maximum
Mar 2020
63.06%
Average
68.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Magic Software Enterprises Ltd | 63.91% |
Formula Systems (1985) Ltd | 54.38% |
Nayax Ltd | -- |
SatixFy Communications Ltd | -- |
Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.23 |
Beta (5Y) | 1.167 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.52% |
Historical Sharpe Ratio (5Y) | -0.1803 |
Historical Sortino (5Y) | -0.2341 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.59% |