Kamada Ltd (KMDA)
5.75
+0.19
(+3.42%)
USD |
NASDAQ |
May 03, 16:00
5.75
0.00 (0.00%)
After-Hours: 20:00
Kamada Max Drawdown (5Y): 67.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.69% |
| March 31, 2024 | 67.69% |
| February 29, 2024 | 67.69% |
| January 31, 2024 | 67.69% |
| December 31, 2023 | 67.69% |
| November 30, 2023 | 67.69% |
| October 31, 2023 | 67.96% |
| September 30, 2023 | 73.24% |
| August 31, 2023 | 73.24% |
| July 31, 2023 | 73.24% |
| June 30, 2023 | 73.24% |
| May 31, 2023 | 73.24% |
| April 30, 2023 | 73.24% |
| March 31, 2023 | 73.24% |
| February 28, 2023 | 74.00% |
| January 31, 2023 | 74.14% |
| December 31, 2022 | 74.86% |
| November 30, 2022 | 74.86% |
| October 31, 2022 | 74.86% |
| September 30, 2022 | 75.14% |
| August 31, 2022 | 75.14% |
| July 31, 2022 | 75.14% |
| June 30, 2022 | 75.14% |
| May 31, 2022 | 75.71% |
| April 30, 2022 | 75.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.71% |
| February 28, 2022 | 75.71% |
| January 31, 2022 | 75.71% |
| December 31, 2021 | 75.71% |
| November 30, 2021 | 75.71% |
| October 31, 2021 | 75.71% |
| September 30, 2021 | 75.71% |
| August 31, 2021 | 75.71% |
| July 31, 2021 | 75.71% |
| June 30, 2021 | 75.71% |
| May 31, 2021 | 76.91% |
| April 30, 2021 | 79.26% |
| March 31, 2021 | 79.31% |
| February 28, 2021 | 79.31% |
| January 31, 2021 | 79.31% |
| December 31, 2020 | 79.31% |
| November 30, 2020 | 80.30% |
| October 31, 2020 | 80.30% |
| September 30, 2020 | 80.30% |
| August 31, 2020 | 80.30% |
| July 31, 2020 | 80.46% |
| June 30, 2020 | 80.74% |
| May 31, 2020 | 81.51% |
| April 30, 2020 | 81.51% |
| March 31, 2020 | 81.51% |
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
67.69%
Minimum
Nov 2023
82.46%
Maximum
May 2019
76.47%
Average
75.71%
Median
Jun 2021
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) | -15.68 |
| Beta (5Y) | 1.054 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.56% |
| Historical Sharpe Ratio (5Y) | -0.0969 |
| Historical Sortino (5Y) | -0.203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.05% |