AudioCodes Ltd (AUDC)
8.77
+0.10
(+1.15%)
USD |
NASDAQ |
Nov 21, 16:00
8.77
0.00 (0.00%)
After-Hours: 20:00
AudioCodes Max Drawdown (5Y): 83.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.01% |
| September 30, 2024 | 83.01% |
| August 31, 2024 | 83.01% |
| July 31, 2024 | 83.01% |
| June 30, 2024 | 83.01% |
| May 31, 2024 | 83.01% |
| April 30, 2024 | 83.01% |
| March 31, 2024 | 83.01% |
| February 29, 2024 | 83.01% |
| January 31, 2024 | 83.01% |
| December 31, 2023 | 83.01% |
| November 30, 2023 | 83.01% |
| October 31, 2023 | 83.01% |
| September 30, 2023 | 81.25% |
| August 31, 2023 | 81.25% |
| July 31, 2023 | 81.25% |
| June 30, 2023 | 81.25% |
| May 31, 2023 | 81.25% |
| April 30, 2023 | 76.84% |
| March 31, 2023 | 67.08% |
| February 28, 2023 | 62.57% |
| January 31, 2023 | 60.90% |
| December 31, 2022 | 60.90% |
| November 30, 2022 | 57.94% |
| October 31, 2022 | 57.55% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.19% |
| August 31, 2022 | 54.19% |
| July 31, 2022 | 54.19% |
| June 30, 2022 | 54.19% |
| May 31, 2022 | 54.19% |
| April 30, 2022 | 47.98% |
| March 31, 2022 | 42.20% |
| February 28, 2022 | 42.20% |
| January 31, 2022 | 42.20% |
| December 31, 2021 | 42.20% |
| November 30, 2021 | 42.20% |
| October 31, 2021 | 42.20% |
| September 30, 2021 | 42.20% |
| August 31, 2021 | 42.20% |
| July 31, 2021 | 43.56% |
| June 30, 2021 | 43.56% |
| May 31, 2021 | 54.68% |
| April 30, 2021 | 54.95% |
| March 31, 2021 | 58.75% |
| February 28, 2021 | 58.75% |
| January 31, 2021 | 58.75% |
| December 31, 2020 | 58.75% |
| November 30, 2020 | 58.75% |
| October 31, 2020 | 58.75% |
| September 30, 2020 | 58.75% |
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
42.20%
Minimum
Aug 2021
83.01%
Maximum
Oct 2023
64.46%
Average
61.74%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.25 |
| Beta (5Y) | 0.8629 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.84% |
| Historical Sharpe Ratio (5Y) | -0.3592 |
| Historical Sortino (5Y) | -0.6476 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.87% |