Compugen Ltd (CGEN)

1.54 +0.02 (+1.32%) USD  |  NASDAQ  |  Dec 20, 16:00
1.53 -0.01 (-0.65%) Pre-Market: 20:00
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Compugen Max Drawdown (5Y): 97.28% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Pluri Inc 96.65%
BioLine Rx Ltd 97.41%
XTL Biopharmaceuticals Ltd 92.62%
Can Fite Biofarma Ltd 99.32%
BiomX Inc 99.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -60.53
Beta (5Y) 2.588
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 111.4%
Historical Sharpe Ratio (5Y) -0.2331
Historical Sortino (5Y) -0.7286
Monthly Value at Risk (VaR) 5% (5Y Lookback) 30.50%