Bank Leumi Le-Israel BM (BLMIF)
7.70
+0.20
(+2.67%)
USD |
OTCM |
May 06, 12:38
Bank Leumi Le-Israel Max Drawdown (5Y): 42.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.22% |
| March 31, 2024 | 42.22% |
| February 29, 2024 | 42.22% |
| January 31, 2024 | 42.22% |
| December 31, 2023 | 42.22% |
| November 30, 2023 | 42.22% |
| October 31, 2023 | 42.22% |
| September 30, 2023 | 38.57% |
| August 31, 2023 | 38.57% |
| July 31, 2023 | 38.57% |
| June 30, 2023 | 38.57% |
| May 31, 2023 | 38.57% |
| April 30, 2023 | 38.57% |
| March 31, 2023 | 38.57% |
| February 28, 2023 | 38.57% |
| January 31, 2023 | 38.57% |
| December 31, 2022 | 38.57% |
| November 30, 2022 | 38.57% |
| October 31, 2022 | 38.57% |
| September 30, 2022 | 38.57% |
| August 31, 2022 | 38.57% |
| July 31, 2022 | 38.57% |
| June 30, 2022 | 38.57% |
| May 31, 2022 | 38.57% |
| April 30, 2022 | 38.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.57% |
| February 28, 2022 | 38.57% |
| January 31, 2022 | 38.57% |
| December 31, 2021 | 38.57% |
| November 30, 2021 | 38.57% |
| October 31, 2021 | 38.57% |
| September 30, 2021 | 38.57% |
| August 31, 2021 | 38.57% |
| July 31, 2021 | 38.57% |
| June 30, 2021 | 38.57% |
| May 31, 2021 | 38.57% |
| April 30, 2021 | 38.57% |
| March 31, 2021 | 38.57% |
| February 28, 2021 | 38.57% |
| January 31, 2021 | 38.57% |
| December 31, 2020 | 42.00% |
| November 30, 2020 | 42.00% |
| October 31, 2020 | 42.00% |
| September 30, 2020 | 42.00% |
| August 31, 2020 | 42.00% |
| July 31, 2020 | 42.00% |
| June 30, 2020 | 42.00% |
| May 31, 2020 | 42.00% |
| April 30, 2020 | 42.00% |
| March 31, 2020 | 42.00% |
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
38.57%
Minimum
Jan 2021
42.22%
Maximum
Oct 2023
40.14%
Average
38.57%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Elron Ventures Ltd | 80.96% |
| Metalink Ltd | 80.91% |
| Bank Hapoalim BM | 48.96% |
| Israel Discount Bank Ltd | 49.36% |
| Mizrahi Tefahot Bank Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7951 |
| Beta (5Y) | 0.3822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.87% |
| Historical Sharpe Ratio (5Y) | 0.1023 |
| Historical Sortino (5Y) | 0.1517 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.82% |