Check-Cap Ltd (CHEK)
2.24
+0.04
(+1.82%)
USD |
NASDAQ |
May 06, 12:12
Check-Cap Max Drawdown (5Y): 99.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.35% |
March 31, 2024 | 99.35% |
February 29, 2024 | 99.35% |
January 31, 2024 | 99.35% |
December 31, 2023 | 99.35% |
November 30, 2023 | 99.35% |
October 31, 2023 | 99.35% |
September 30, 2023 | 99.35% |
August 31, 2023 | 99.35% |
July 31, 2023 | 99.35% |
June 30, 2023 | 99.35% |
May 31, 2023 | 99.35% |
April 30, 2023 | 99.35% |
March 31, 2023 | 99.35% |
February 28, 2023 | 99.35% |
January 31, 2023 | 99.35% |
December 31, 2022 | 99.35% |
November 30, 2022 | 99.33% |
October 31, 2022 | 99.33% |
September 30, 2022 | 99.33% |
August 31, 2022 | 99.33% |
July 31, 2022 | 99.33% |
June 30, 2022 | 99.33% |
May 31, 2022 | 99.33% |
April 30, 2022 | 99.33% |
Date | Value |
---|---|
March 31, 2022 | 99.33% |
February 28, 2022 | 99.33% |
January 31, 2022 | 99.33% |
December 31, 2021 | 99.33% |
November 30, 2021 | 99.33% |
October 31, 2021 | 99.33% |
September 30, 2021 | 99.33% |
August 31, 2021 | 99.33% |
July 31, 2021 | 99.33% |
June 30, 2021 | 99.33% |
May 31, 2021 | 99.33% |
April 30, 2021 | 99.33% |
March 31, 2021 | 99.33% |
February 28, 2021 | 99.33% |
January 31, 2021 | 99.33% |
December 31, 2020 | 99.33% |
November 30, 2020 | 99.33% |
October 31, 2020 | 99.22% |
September 30, 2020 | 99.18% |
August 31, 2020 | 99.03% |
July 31, 2020 | 99.00% |
June 30, 2020 | 99.00% |
May 31, 2020 | 99.00% |
April 30, 2020 | 99.00% |
March 31, 2020 | 98.40% |
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
97.31%
Minimum
May 2019
99.35%
Maximum
Dec 2022
99.02%
Average
99.33%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Compugen Ltd | 97.28% |
Pluri Inc | 96.47% |
BioLine Rx Ltd | 97.41% |
Can Fite Biofarma Ltd | 99.32% |
BiomX Inc | 98.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -51.10 |
Beta (5Y) | 0.2026 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 192.3% |
Historical Sharpe Ratio (5Y) | -0.2541 |
Historical Sortino (5Y) | -0.9896 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.81% |