Silicom Ltd (SILC)
15.30
-0.60
(-3.77%)
USD |
NASDAQ |
May 02, 09:45
Silicom Max Drawdown (5Y): 74.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.33% |
March 31, 2024 | 74.33% |
February 29, 2024 | 74.33% |
January 31, 2024 | 74.33% |
December 31, 2023 | 74.33% |
November 30, 2023 | 74.33% |
October 31, 2023 | 72.69% |
September 30, 2023 | 71.40% |
August 31, 2023 | 71.40% |
July 31, 2023 | 71.40% |
June 30, 2023 | 71.40% |
May 31, 2023 | 71.40% |
April 30, 2023 | 71.40% |
March 31, 2023 | 71.40% |
February 28, 2023 | 71.40% |
January 31, 2023 | 71.40% |
December 31, 2022 | 71.40% |
November 30, 2022 | 71.40% |
October 31, 2022 | 71.40% |
September 30, 2022 | 71.40% |
August 31, 2022 | 71.40% |
July 31, 2022 | 71.40% |
June 30, 2022 | 71.40% |
May 31, 2022 | 71.40% |
April 30, 2022 | 71.40% |
Date | Value |
---|---|
March 31, 2022 | 71.40% |
February 28, 2022 | 71.40% |
January 31, 2022 | 71.40% |
December 31, 2021 | 71.40% |
November 30, 2021 | 71.40% |
October 31, 2021 | 71.40% |
September 30, 2021 | 71.40% |
August 31, 2021 | 71.40% |
July 31, 2021 | 71.40% |
June 30, 2021 | 71.40% |
May 31, 2021 | 71.40% |
April 30, 2021 | 71.40% |
March 31, 2021 | 71.40% |
February 28, 2021 | 71.40% |
January 31, 2021 | 71.40% |
December 31, 2020 | 71.40% |
November 30, 2020 | 71.40% |
October 31, 2020 | 71.40% |
September 30, 2020 | 71.40% |
August 31, 2020 | 71.40% |
July 31, 2020 | 71.40% |
June 30, 2020 | 71.40% |
May 31, 2020 | 71.40% |
April 30, 2020 | 71.40% |
March 31, 2020 | 71.40% |
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
64.17%
Minimum
May 2019
74.33%
Maximum
Nov 2023
70.51%
Average
71.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Formula Systems (1985) Ltd | 54.38% |
Magic Software Enterprises Ltd | 63.91% |
Nayax Ltd | -- |
SatixFy Communications Ltd | -- |
Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.34 |
Beta (5Y) | 1.033 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.87% |
Historical Sharpe Ratio (5Y) | -0.3718 |
Historical Sortino (5Y) | -0.4992 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.41% |