Allot Ltd (ALLT)
2.15
+0.02
(+0.94%)
USD |
NASDAQ |
Apr 25, 16:00
2.15
0.00 (0.00%)
After-Hours: 17:11
Allot Max Drawdown (5Y): 93.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 93.72% |
| February 29, 2024 | 93.72% |
| January 31, 2024 | 93.72% |
| December 31, 2023 | 93.72% |
| November 30, 2023 | 93.60% |
| October 31, 2023 | 91.11% |
| September 30, 2023 | 89.79% |
| August 31, 2023 | 89.45% |
| July 31, 2023 | 88.42% |
| June 30, 2023 | 87.79% |
| May 31, 2023 | 87.79% |
| April 30, 2023 | 87.54% |
| March 31, 2023 | 87.54% |
| February 28, 2023 | 86.47% |
| January 31, 2023 | 86.47% |
| December 31, 2022 | 86.47% |
| November 30, 2022 | 82.51% |
| October 31, 2022 | 82.51% |
| September 30, 2022 | 81.19% |
| August 31, 2022 | 78.02% |
| July 31, 2022 | 76.60% |
| June 30, 2022 | 79.47% |
| May 31, 2022 | 80.78% |
| April 30, 2022 | 81.91% |
| March 31, 2022 | 82.65% |
| Date | Value |
|---|---|
| February 28, 2022 | 83.19% |
| January 31, 2022 | 83.23% |
| December 31, 2021 | 83.23% |
| November 30, 2021 | 83.23% |
| October 31, 2021 | 83.23% |
| September 30, 2021 | 83.41% |
| August 31, 2021 | 83.77% |
| July 31, 2021 | 83.77% |
| June 30, 2021 | 83.77% |
| May 31, 2021 | 83.77% |
| April 30, 2021 | 83.77% |
| March 31, 2021 | 83.77% |
| February 28, 2021 | 83.77% |
| January 31, 2021 | 83.77% |
| December 31, 2020 | 83.77% |
| November 30, 2020 | 84.66% |
| October 31, 2020 | 84.66% |
| September 30, 2020 | 84.66% |
| August 31, 2020 | 84.66% |
| July 31, 2020 | 84.66% |
| June 30, 2020 | 84.66% |
| May 31, 2020 | 84.66% |
| April 30, 2020 | 84.66% |
| March 31, 2020 | 84.66% |
| February 29, 2020 | 84.66% |
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
76.60%
Minimum
Jul 2022
93.72%
Maximum
Dec 2023
85.16%
Average
84.66%
Median
Apr 2019
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) | -37.58 |
| Beta (5Y) | 1.023 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.05% |
| Historical Sharpe Ratio (5Y) | -0.4744 |
| Historical Sortino (5Y) | -0.7588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.03% |