Cellcom Israel Ltd (CELJF)
4.84
-0.27
(-5.25%)
USD |
OTCM |
Nov 22, 11:21
Cellcom Israel Max Drawdown (5Y): 81.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.85% |
| September 30, 2024 | 81.85% |
| August 31, 2024 | 82.63% |
| July 31, 2024 | 82.63% |
| June 30, 2024 | 82.63% |
| May 31, 2024 | 82.63% |
| April 30, 2024 | 82.63% |
| March 31, 2024 | 82.63% |
| February 29, 2024 | 82.63% |
| January 31, 2024 | 82.63% |
| December 31, 2023 | 82.63% |
| November 30, 2023 | 82.63% |
| October 31, 2023 | 82.63% |
| September 30, 2023 | 82.63% |
| August 31, 2023 | 82.63% |
| July 31, 2023 | 82.63% |
| June 30, 2023 | 82.63% |
| May 31, 2023 | 82.63% |
| April 30, 2023 | 82.63% |
| March 31, 2023 | 82.63% |
| February 28, 2023 | 82.63% |
| January 31, 2023 | 82.63% |
| December 31, 2022 | 82.63% |
| November 30, 2022 | 82.63% |
| October 31, 2022 | 82.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.63% |
| August 31, 2022 | 82.63% |
| July 31, 2022 | 82.63% |
| June 30, 2022 | 82.63% |
| May 31, 2022 | 82.63% |
| April 30, 2022 | 82.63% |
| March 31, 2022 | 82.63% |
| February 28, 2022 | 82.63% |
| January 31, 2022 | 82.63% |
| December 31, 2021 | 82.63% |
| November 30, 2021 | 82.63% |
| October 31, 2021 | 82.63% |
| September 30, 2021 | 82.63% |
| August 31, 2021 | 82.63% |
| July 31, 2021 | 82.63% |
| June 30, 2021 | 82.63% |
| May 31, 2021 | 82.63% |
| April 30, 2021 | 82.63% |
| March 31, 2021 | 82.63% |
| February 28, 2021 | 82.63% |
| January 31, 2021 | 82.63% |
| December 31, 2020 | 82.63% |
| November 30, 2020 | 82.63% |
| October 31, 2020 | 82.63% |
| September 30, 2020 | 82.63% |
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
81.85%
Minimum
Sep 2024
85.50%
Maximum
Nov 2019
82.99%
Average
82.63%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Perion Network Ltd | 81.60% |
| Radcom Ltd | 74.97% |
| Fiverr International Ltd | -- |
| Playtika Holding Corp | -- |
| Nexxen International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.389 |
| Beta (5Y) | 1.015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.23% |
| Historical Sharpe Ratio (5Y) | 0.2013 |
| Historical Sortino (5Y) | 0.3617 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.24% |