AudioCodes Ltd (AUDC)
11.08
+0.14
(+1.33%)
USD |
NASDAQ |
May 02, 16:00
11.08
0.00 (0.00%)
After-Hours: 20:00
AudioCodes Max Drawdown (5Y): 83.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 59.41% |
| July 31, 2020 | 63.92% |
| June 30, 2020 | 65.68% |
| May 31, 2020 | 68.43% |
| April 30, 2020 | 69.42% |
| March 31, 2020 | 69.42% |
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
63.10%
Average
61.74%
Median
Max Drawdown (5Y) Benchmarks
| Arista Networks Inc | 52.20% |
| Check Point Software Technologies Ltd | 37.64% |
| Formula Systems (1985) Ltd | 54.38% |
| SatixFy Communications Ltd | -- |
| Silynxcom Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.02 |
| Beta (5Y) | 0.8422 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.66% |
| Historical Sharpe Ratio (5Y) | -0.1207 |
| Historical Sortino (5Y) | -0.2237 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.57% |