Radcom Ltd (RDCM)
9.52
-0.07
(-0.73%)
USD |
NASDAQ |
May 03, 16:00
9.56
+0.04
(+0.42%)
Pre-Market: 20:00
Radcom Max Drawdown (5Y): 74.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.97% |
March 31, 2024 | 74.97% |
February 29, 2024 | 74.97% |
January 31, 2024 | 74.97% |
December 31, 2023 | 74.97% |
November 30, 2023 | 74.97% |
October 31, 2023 | 74.97% |
September 30, 2023 | 74.97% |
August 31, 2023 | 74.97% |
July 31, 2023 | 74.97% |
June 30, 2023 | 74.97% |
May 31, 2023 | 74.97% |
April 30, 2023 | 74.97% |
March 31, 2023 | 74.97% |
February 28, 2023 | 74.97% |
January 31, 2023 | 74.97% |
December 31, 2022 | 74.97% |
November 30, 2022 | 74.97% |
October 31, 2022 | 74.97% |
September 30, 2022 | 74.97% |
August 31, 2022 | 74.97% |
July 31, 2022 | 74.97% |
June 30, 2022 | 74.97% |
May 31, 2022 | 74.97% |
April 30, 2022 | 74.97% |
Date | Value |
---|---|
March 31, 2022 | 74.97% |
February 28, 2022 | 74.97% |
January 31, 2022 | 74.97% |
December 31, 2021 | 74.97% |
November 30, 2021 | 74.97% |
October 31, 2021 | 74.97% |
September 30, 2021 | 74.97% |
August 31, 2021 | 74.97% |
July 31, 2021 | 74.97% |
June 30, 2021 | 74.97% |
May 31, 2021 | 74.97% |
April 30, 2021 | 74.97% |
March 31, 2021 | 74.97% |
February 28, 2021 | 74.97% |
January 31, 2021 | 74.97% |
December 31, 2020 | 74.97% |
November 30, 2020 | 74.97% |
October 31, 2020 | 74.97% |
September 30, 2020 | 74.97% |
August 31, 2020 | 74.97% |
July 31, 2020 | 74.97% |
June 30, 2020 | 74.97% |
May 31, 2020 | 74.97% |
April 30, 2020 | 74.97% |
March 31, 2020 | 74.97% |
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
67.80%
Minimum
May 2019
74.97%
Maximum
Mar 2020
73.83%
Average
74.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Perion Network Ltd | 85.52% |
Cellcom Israel Ltd | 81.85% |
Fiverr International Ltd | -- |
Playtika Holding Corp | -- |
Nexxen International Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.11 |
Beta (5Y) | 0.7622 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.68% |
Historical Sharpe Ratio (5Y) | -0.0465 |
Historical Sortino (5Y) | -0.0754 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.73% |