G. Willi-Food International Ltd (WILC)
9.39
+0.13
(+1.40%)
USD |
NASDAQ |
May 17, 16:00
9.40
+0.01
(+0.11%)
After-Hours: 20:00
G. Willi-Food International Max Drawdown (5Y): 60.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.81% |
| March 31, 2024 | 60.81% |
| February 29, 2024 | 60.81% |
| January 31, 2024 | 60.81% |
| December 31, 2023 | 60.81% |
| November 30, 2023 | 60.81% |
| October 31, 2023 | 60.81% |
| September 30, 2023 | 51.69% |
| August 31, 2023 | 47.85% |
| July 31, 2023 | 45.70% |
| June 30, 2023 | 45.70% |
| May 31, 2023 | 45.70% |
| April 30, 2023 | 45.70% |
| March 31, 2023 | 45.70% |
| February 28, 2023 | 45.70% |
| January 31, 2023 | 45.70% |
| December 31, 2022 | 45.70% |
| November 30, 2022 | 45.70% |
| October 31, 2022 | 45.70% |
| September 30, 2022 | 42.38% |
| August 31, 2022 | 42.38% |
| July 31, 2022 | 42.38% |
| June 30, 2022 | 42.38% |
| May 31, 2022 | 35.42% |
| April 30, 2022 | 35.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.42% |
| February 28, 2022 | 35.42% |
| January 31, 2022 | 35.42% |
| December 31, 2021 | 35.42% |
| November 30, 2021 | 35.42% |
| October 31, 2021 | 35.42% |
| September 30, 2021 | 38.31% |
| August 31, 2021 | 44.46% |
| July 31, 2021 | 44.46% |
| June 30, 2021 | 44.46% |
| May 31, 2021 | 47.90% |
| April 30, 2021 | 54.70% |
| March 31, 2021 | 54.70% |
| February 28, 2021 | 60.72% |
| January 31, 2021 | 61.15% |
| December 31, 2020 | 61.15% |
| November 30, 2020 | 61.15% |
| October 31, 2020 | 61.15% |
| September 30, 2020 | 61.15% |
| August 31, 2020 | 62.85% |
| July 31, 2020 | 62.85% |
| June 30, 2020 | 62.85% |
| May 31, 2020 | 62.85% |
| April 30, 2020 | 62.85% |
| March 31, 2020 | 62.85% |
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
35.42%
Minimum
Oct 2021
62.85%
Maximum
May 2019
52.27%
Average
54.70%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Citrine Global Corp | 99.23% |
| Globrands Group Ltd | -- |
| Strauss Group Ltd | -- |
| Manuka Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.573 |
| Beta (5Y) | 0.7783 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.70% |
| Historical Sharpe Ratio (5Y) | 0.0642 |
| Historical Sortino (5Y) | 0.1046 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.24% |