TAT Technologies Ltd (TATT)
12.12
+0.32
(+2.71%)
USD |
NASDAQ |
Apr 30, 16:00
12.00
-0.12
(-0.99%)
After-Hours: 20:00
TAT Technologies Max Drawdown (5Y): 75.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 75.11% |
March 31, 2024 | 75.11% |
February 29, 2024 | 75.11% |
January 31, 2024 | 75.11% |
December 31, 2023 | 75.11% |
November 30, 2023 | 75.11% |
October 31, 2023 | 75.11% |
September 30, 2023 | 75.11% |
August 31, 2023 | 75.11% |
July 31, 2023 | 75.11% |
June 30, 2023 | 75.11% |
May 31, 2023 | 75.11% |
April 30, 2023 | 75.11% |
March 31, 2023 | 75.11% |
February 28, 2023 | 75.11% |
January 31, 2023 | 75.11% |
December 31, 2022 | 75.11% |
November 30, 2022 | 75.11% |
October 31, 2022 | 75.11% |
September 30, 2022 | 75.11% |
August 31, 2022 | 75.11% |
July 31, 2022 | 75.11% |
June 30, 2022 | 75.11% |
May 31, 2022 | 75.11% |
April 30, 2022 | 75.11% |
Date | Value |
---|---|
March 31, 2022 | 75.11% |
February 28, 2022 | 75.11% |
January 31, 2022 | 75.11% |
December 31, 2021 | 75.11% |
November 30, 2021 | 75.11% |
October 31, 2021 | 75.11% |
September 30, 2021 | 75.11% |
August 31, 2021 | 75.11% |
July 31, 2021 | 75.11% |
June 30, 2021 | 75.11% |
May 31, 2021 | 75.11% |
April 30, 2021 | 75.11% |
March 31, 2021 | 75.11% |
February 28, 2021 | 75.11% |
January 31, 2021 | 75.11% |
December 31, 2020 | 75.11% |
November 30, 2020 | 75.11% |
October 31, 2020 | 75.11% |
September 30, 2020 | 75.11% |
August 31, 2020 | 75.11% |
July 31, 2020 | 75.11% |
June 30, 2020 | 75.11% |
May 31, 2020 | 75.11% |
April 30, 2020 | 75.11% |
March 31, 2020 | 75.11% |
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
51.38%
Minimum
May 2019
75.11%
Maximum
Mar 2020
72.24%
Average
75.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Elbit Systems Ltd | 32.89% |
Caesarstone Ltd | 88.02% |
SuperCom Ltd | 99.39% |
Kornit Digital Ltd | 92.23% |
Rail Vision Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.912 |
Beta (5Y) | 0.816 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.99% |
Historical Sharpe Ratio (5Y) | 0.3079 |
Historical Sortino (5Y) | 0.5129 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.87% |