Ellomay Capital Ltd (ELLO)
14.50
-0.30
(-2.03%)
USD |
NYAM |
Apr 25, 16:00
14.50
0.00 (0.00%)
After-Hours: 17:08
Ellomay Capital Max Drawdown (5Y): 73.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 73.36% |
February 29, 2024 | 73.36% |
January 31, 2024 | 73.36% |
December 31, 2023 | 73.36% |
November 30, 2023 | 73.36% |
October 31, 2023 | 73.36% |
September 30, 2023 | 73.36% |
August 31, 2023 | 73.36% |
July 31, 2023 | 73.36% |
June 30, 2023 | 73.36% |
May 31, 2023 | 73.36% |
April 30, 2023 | 73.36% |
March 31, 2023 | 73.36% |
February 28, 2023 | 66.74% |
January 31, 2023 | 65.94% |
December 31, 2022 | 65.94% |
November 30, 2022 | 60.92% |
October 31, 2022 | 51.71% |
September 30, 2022 | 51.71% |
August 31, 2022 | 51.71% |
July 31, 2022 | 51.71% |
June 30, 2022 | 51.71% |
May 31, 2022 | 51.71% |
April 30, 2022 | 51.71% |
March 31, 2022 | 51.71% |
Date | Value |
---|---|
February 28, 2022 | 51.71% |
January 31, 2022 | 51.71% |
December 31, 2021 | 51.71% |
November 30, 2021 | 51.71% |
October 31, 2021 | 51.71% |
September 30, 2021 | 51.71% |
August 31, 2021 | 51.71% |
July 31, 2021 | 51.71% |
June 30, 2021 | 51.71% |
May 31, 2021 | 51.71% |
April 30, 2021 | 51.71% |
March 31, 2021 | 51.71% |
February 28, 2021 | 51.71% |
January 31, 2021 | 51.71% |
December 31, 2020 | 51.71% |
November 30, 2020 | 51.71% |
October 31, 2020 | 51.71% |
September 30, 2020 | 51.71% |
August 31, 2020 | 51.71% |
July 31, 2020 | 51.71% |
June 30, 2020 | 51.71% |
May 31, 2020 | 51.71% |
April 30, 2020 | 51.71% |
March 31, 2020 | 51.71% |
February 29, 2020 | 36.42% |
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
36.42%
Minimum
Apr 2019
73.36%
Maximum
Mar 2023
54.48%
Average
51.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.358 |
Beta (5Y) | 1.299 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.58% |
Historical Sharpe Ratio (5Y) | 0.2266 |
Historical Sortino (5Y) | 0.3999 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.26% |