Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

View and export this data back to 1997. Upgrade now.
Date Value
November 30, 2014 80.49%
October 31, 2014 80.49%
September 30, 2014 80.49%
August 31, 2014 80.49%
July 31, 2014 80.49%
June 30, 2014 80.49%
May 31, 2014 80.49%
April 30, 2014 80.49%
March 31, 2014 80.49%
February 28, 2014 80.49%
January 31, 2014 80.49%
December 31, 2013 80.49%
November 30, 2013 80.49%
October 31, 2013 98.94%
September 30, 2013 98.94%
August 31, 2013 98.94%
July 31, 2013 98.94%
June 30, 2013 98.94%
May 31, 2013 98.94%
April 30, 2013 98.94%
March 31, 2013 98.94%
February 28, 2013 98.94%
January 31, 2013 98.94%
December 31, 2012 98.94%
November 30, 2012 98.94%
Date Value
October 31, 2012 98.94%
September 30, 2012 98.94%
August 31, 2012 98.94%
July 31, 2012 98.94%
June 30, 2012 98.94%
May 31, 2012 98.94%
April 30, 2012 98.94%
March 31, 2012 98.94%
February 29, 2012 98.94%
January 31, 2012 98.94%
December 31, 2011 98.94%
November 30, 2011 98.94%
October 31, 2011 98.94%
September 30, 2011 98.94%
August 31, 2011 98.94%
July 31, 2011 98.94%
June 30, 2011 98.94%
May 31, 2011 98.94%
April 30, 2011 98.94%
March 31, 2011 98.94%
February 28, 2011 98.94%
January 31, 2011 98.94%
December 31, 2010 98.94%
November 30, 2010 98.94%
October 31, 2010 98.94%

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

InspireMD Inc 100.00%
IDenta Corp 96.59%
IR-Med Inc 99.48%
Pluri Inc 96.47%
BiomX Inc 98.75%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.048