Dror Ortho-Design Inc (DROR)
0.009
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Dror Ortho-Design Max Drawdown (5Y): 98.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.94% |
| March 31, 2024 | 97.94% |
| February 29, 2024 | 97.30% |
| January 31, 2024 | 97.30% |
| December 31, 2023 | 97.30% |
| November 30, 2023 | 97.30% |
| October 31, 2023 | 97.30% |
| September 30, 2023 | 97.30% |
| August 31, 2023 | 97.30% |
| July 31, 2023 | 97.30% |
| June 30, 2023 | 97.30% |
| May 31, 2023 | 97.30% |
| April 30, 2023 | 97.30% |
| March 31, 2023 | 97.30% |
| February 28, 2023 | 97.30% |
| January 31, 2023 | 97.30% |
| December 31, 2022 | 97.20% |
| November 30, 2022 | 95.45% |
| October 31, 2022 | 95.45% |
| September 30, 2022 | 95.45% |
| August 31, 2022 | 95.45% |
| July 31, 2022 | 96.57% |
| June 30, 2022 | 96.57% |
| May 31, 2022 | 97.57% |
| April 30, 2022 | 97.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.57% |
| February 28, 2022 | 97.86% |
| January 31, 2022 | 97.86% |
| December 31, 2021 | 97.86% |
| November 30, 2021 | 97.86% |
| October 31, 2021 | 97.86% |
| September 30, 2021 | 98.57% |
| August 31, 2021 | 98.71% |
| July 31, 2021 | 98.71% |
| June 30, 2021 | 98.71% |
| May 31, 2021 | 98.86% |
| April 30, 2021 | 98.86% |
| March 31, 2021 | 98.86% |
| February 28, 2021 | 98.86% |
| January 31, 2021 | 98.86% |
| December 31, 2020 | 99.57% |
| November 30, 2020 | 99.57% |
| October 31, 2020 | 99.67% |
| September 30, 2020 | 99.67% |
| August 31, 2020 | 99.67% |
| July 31, 2020 | 99.67% |
| June 30, 2020 | 99.67% |
| May 31, 2020 | 99.67% |
| April 30, 2020 | 99.67% |
| March 31, 2020 | 99.67% |
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
95.45%
Minimum
Aug 2022
99.67%
Maximum
May 2019
98.26%
Average
98.26%
Median
Max Drawdown (5Y) Benchmarks
| Perion Network Ltd | 85.52% |
| Radcom Ltd | 74.97% |
| Liberty Latin America Ltd | 71.22% |
| MediaCo Holding Inc | -- |
| Nexxen International Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 40.03 |
| Beta (5Y) | -0.4807 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 256.6% |
| Historical Sharpe Ratio (5Y) | 0.1352 |
| Historical Sortino (5Y) | 0.6522 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.45% |