Can Fite Biofarma Ltd (CANF)
1.57
-0.09
(-5.42%)
USD |
NYAM |
Jan 08, 16:00
1.59
+0.02
(+1.27%)
After-Hours: 20:00
Can Fite Biofarma Max Drawdown (5Y): 99.32% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Compugen Ltd | 97.28% |
Pluri Inc | 96.65% |
BioLine Rx Ltd | 97.41% |
XTL Biopharmaceuticals Ltd | 92.62% |
BiomX Inc | 99.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -64.17 |
Beta (5Y) | 1.365 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.70% |
Historical Sharpe Ratio (5Y) | -0.7607 |
Historical Sortino (5Y) | -1.344 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.97% |