Ellomay Capital Ltd (ELLO)
15.01
+0.29
(+1.97%)
USD |
NYAM |
Nov 20, 16:00
15.01
0.00 (0.00%)
Pre-Market: 20:00
Ellomay Capital Max Drawdown (5Y): 73.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.36% |
| September 30, 2024 | 73.36% |
| August 31, 2024 | 73.36% |
| July 31, 2024 | 73.36% |
| June 30, 2024 | 73.36% |
| May 31, 2024 | 73.36% |
| April 30, 2024 | 73.36% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
73.36%
Maximum
Mar 2023
58.79%
Average
51.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.81 |
| Beta (5Y) | 1.235 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.36% |
| Historical Sharpe Ratio (5Y) | 0.0212 |
| Historical Sortino (5Y) | 0.0365 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.92% |