Bank Hapoalim BM (BKHYY)
47.00
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
Bank Hapoalim Max Drawdown (5Y): 48.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.96% |
March 31, 2024 | 48.96% |
February 29, 2024 | 48.96% |
January 31, 2024 | 48.96% |
December 31, 2023 | 48.96% |
November 30, 2023 | 48.96% |
October 31, 2023 | 48.96% |
September 30, 2023 | 48.96% |
August 31, 2023 | 48.96% |
July 31, 2023 | 48.96% |
June 30, 2023 | 48.96% |
May 31, 2023 | 48.96% |
April 30, 2023 | 48.96% |
March 31, 2023 | 48.96% |
February 28, 2023 | 48.96% |
January 31, 2023 | 48.96% |
December 31, 2022 | 48.96% |
November 30, 2022 | 48.96% |
October 31, 2022 | 48.96% |
September 30, 2022 | 48.96% |
August 31, 2022 | 48.96% |
July 31, 2022 | 48.96% |
June 30, 2022 | 48.96% |
May 31, 2022 | 48.96% |
April 30, 2022 | 48.96% |
Date | Value |
---|---|
March 31, 2022 | 48.96% |
February 28, 2022 | 48.96% |
January 31, 2022 | 48.96% |
December 31, 2021 | 48.96% |
November 30, 2021 | 48.96% |
October 31, 2021 | 48.96% |
September 30, 2021 | 48.96% |
August 31, 2021 | 48.96% |
July 31, 2021 | 48.96% |
June 30, 2021 | 48.96% |
May 31, 2021 | 48.96% |
April 30, 2021 | 48.96% |
March 31, 2021 | 48.96% |
February 28, 2021 | 48.96% |
January 31, 2021 | 48.96% |
December 31, 2020 | 48.96% |
November 30, 2020 | 48.96% |
October 31, 2020 | 48.96% |
September 30, 2020 | 48.96% |
August 31, 2020 | 48.96% |
July 31, 2020 | 48.96% |
June 30, 2020 | 48.96% |
May 31, 2020 | 48.96% |
April 30, 2020 | 48.96% |
March 31, 2020 | 48.96% |
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
24.36%
Minimum
Jan 2020
48.96%
Maximum
Mar 2020
45.43%
Average
48.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Elron Ventures Ltd | 80.96% |
Metalink Ltd | 80.91% |
The Trendlines Group Ltd | 63.59% |
Israel Discount Bank Ltd | 49.36% |
Bank Leumi Le-Israel BM | 42.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.736 |
Beta (5Y) | 1.079 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.38% |
Historical Sharpe Ratio (5Y) | 0.1799 |
Historical Sortino (5Y) | 0.2199 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.34% |