Caesarstone Ltd (CSTE)
4.09
+0.11
(+2.76%)
USD |
NASDAQ |
Nov 22, 13:52
Caesarstone Max Drawdown (5Y): 88.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.02% |
| September 30, 2024 | 88.02% |
| August 31, 2024 | 88.02% |
| July 31, 2024 | 88.02% |
| June 30, 2024 | 88.02% |
| May 31, 2024 | 88.02% |
| April 30, 2024 | 88.02% |
| March 31, 2024 | 88.02% |
| February 29, 2024 | 88.02% |
| January 31, 2024 | 88.02% |
| December 31, 2023 | 88.02% |
| November 30, 2023 | 88.02% |
| October 31, 2023 | 88.02% |
| September 30, 2023 | 88.02% |
| August 31, 2023 | 88.02% |
| July 31, 2023 | 88.02% |
| June 30, 2023 | 88.02% |
| May 31, 2023 | 88.02% |
| April 30, 2023 | 88.02% |
| March 31, 2023 | 88.02% |
| February 28, 2023 | 88.02% |
| January 31, 2023 | 88.02% |
| December 31, 2022 | 88.02% |
| November 30, 2022 | 88.02% |
| October 31, 2022 | 88.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.02% |
| August 31, 2022 | 88.02% |
| July 31, 2022 | 88.02% |
| June 30, 2022 | 88.02% |
| May 31, 2022 | 88.02% |
| April 30, 2022 | 88.02% |
| March 31, 2022 | 88.02% |
| February 28, 2022 | 88.02% |
| January 31, 2022 | 88.02% |
| December 31, 2021 | 88.02% |
| November 30, 2021 | 88.02% |
| October 31, 2021 | 88.02% |
| September 30, 2021 | 88.02% |
| August 31, 2021 | 88.02% |
| July 31, 2021 | 88.02% |
| June 30, 2021 | 88.02% |
| May 31, 2021 | 88.02% |
| April 30, 2021 | 88.02% |
| March 31, 2021 | 88.02% |
| February 28, 2021 | 88.02% |
| January 31, 2021 | 88.02% |
| December 31, 2020 | 88.02% |
| November 30, 2020 | 88.02% |
| October 31, 2020 | 88.02% |
| September 30, 2020 | 88.02% |
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
82.09%
Minimum
Nov 2019
88.02%
Maximum
Mar 2020
87.66%
Average
88.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Elbit Systems Ltd | 32.89% |
| TAT Technologies Ltd | 75.11% |
| SuperCom Ltd | 99.50% |
| Kornit Digital Ltd | 92.23% |
| Rail Vision Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.05 |
| Beta (5Y) | 0.1383 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.87% |
| Historical Sharpe Ratio (5Y) | -0.5726 |
| Historical Sortino (5Y) | -0.9585 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.29% |